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expectation of a signal

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microtorrent135

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I want to know what does it means the Expected value of a signal X times the conjugate transpose of itself. X is a matrix with complex entries.

equation.jpg
 

microtorrent135 said:
I want to know what does it means the Expected value of a signal X times the conjugate transpose of itself. X is a matrix with complex entries.

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It is telling autocorrelation at zero lag.
note that autocorrelation is representation of the degree of similarity between a given time series and a lagged version of itself over successive time intervals.
 

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