Dec 1, 2013 #1 M microtorrent135 Newbie level 1 Joined Jun 19, 2010 Messages 1 Helped 0 Reputation 0 Reaction score 0 Trophy points 1,281 Activity points 1,285 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.
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.
Dec 4, 2013 #2 M muhammad11 Member level 2 Joined Nov 1, 2013 Messages 43 Helped 0 Reputation 0 Reaction score 0 Trophy points 1,286 Activity points 1,572 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. View attachment 99289 Click to expand... 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.
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. View attachment 99289 Click to expand... 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.