How to solve the following matrix equation involving transpose conjugates: $x*x^H=S$, where $x$ is the variable: a column complex vector, and $S$ is a covariance matrix (Hermitian positive semi-definite)? Is there any closed-form solution? The operator .$H$ indicated the Hermitian operation (transpose conjugate).
2026-03-26 10:56:26.1774522586
matrix equation with vector variable and covariance matrix
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