Editing Covariance matrix (section)

===Pseudo-covariance matrix{{anchor|Pseudo}}===
For complex random vectors, another kind of second central moment, the '''pseudo-covariance matrix''' (also called '''relation matrix''') is defined as follows:
<math display="block">
\operatorname{J}_{\mathbf{Z}\mathbf{Z}} = \operatorname{cov}[\mathbf{Z},\overline{\mathbf{Z}}] =
\operatorname{E}
\left[
 (\mathbf{Z} - \boldsymbol{\mu}_\mathbf{Z})(\mathbf{Z} - \boldsymbol{\mu}_\mathbf{Z})^\mathsf{T}
\right]
</math>

In contrast to the covariance matrix defined above, Hermitian transposition gets replaced by transposition in the definition.
Its diagonal elements may be complex valued; it is a [[complex symmetric matrix]].