In terms of linear algebra, what does the following notation mean: $\overline{XX*}$ ?
I saw this notation in the following: "The $M\times M$ covariance matrix of the $X$ vector is: $\overline{XX*}$"
I understand $X*$ is the conjugate transpose of $X$, but I don't understand why a bar is over $\overline{XX*}$.
Is this notation just a notation for a covariance matrix? I had thought a covariance matrix of vector $X$ would be notated as $R_{XX}$.
If this is a covariance matrix, then the overline means expectation. If the coordinates of $X$ are centered random variables, then the covariance matrix is exactly $\mathbb{E}(XX^T)$, yours is just different notation for this. Is $X$ centered in your case?