On The Minimum Mean-Square Estimation Error of the Normalized Sum of Independent Narrowband Waves in the Gaussian Channel

Abstract

The minimum mean-square error of the estimation of a signal where observed from the additive white Gaussian noise (WGN) channel's output, is analyzed. It is assumed that the channel input's signal is composed of a (normalized) sum of N narrowband, mutually independent waves. It is shown that if N goes to infinity, then for any fixed signal energy to noise energy ratio (no mater how big) both the causal minimum mean-square error CMMSE and the non-causal minimum mean-square error MMSE converge to the signal energy at a rate which is proportional to 1/N.