Estimation bias

\(E\left\{\hat{M}\right\}=E\left\{\frac{1}{N}\sum_{k=1}^{N}x\left(k\right)\right\}=\frac{1}{N}\sum_{k=1}^{N}{E\left\{x\left(k\right)\right\}=\frac{1}{N}\sum_{k=1}^{N}m=m}\) (16)

The estimator \(\hat{M}\) is therefore unbiased and convergent to m.