I have the same troublem using the short cut cov() in MATLAB.
Well, my matrix A is defined as
A = 5.0000 + 2.0000i 3.0000 + 2.0000i
8.0000 + 5.0000i 7.0000 + 3.0000i
And what I am looking for is the best way to apply this equation:
I solved by hand and got 4.5 + 7.5i for the element COV(1,2). However, when I used the function cov I got as shown below.
And using the equation: 0.5*conj((A-mean(A))') * (A-mean(A)) I received as result:
So I would like to know, how should I procede with this situation? Which method fits better?
Thanks in advance for your attention!