Let $H$ be a random matrix, and $x$ be a random vector with $E[xx^{H}]=R$. They are independent.
I want to calculate $E[Hxx^{H}H^{H}]$, where $A^{H}$ is a Hermitian of $A$.
Does the equation $E[Hxx^{H}H^{H}]=E[HRH^{H}]$ hold?
2026-03-31 13:17:17.1774963037
Expectation of product of matrices
489 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in MATRICES
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