Expected value of a signal times conjugate transpose

[microtorrent135]

I want to know what does it means the Expected value of a signal X times the conjugate transpose of itself. X is a matrix with complex entries.

E[ X X']=?

 

[LiteYear]

I think it's just notation for the covariance matrix. I suspect the mean of the values is zero (they're signals about zero?), so E(X X') = E((X-x) (X-x)') = cov(X) where x is the mean of X and cov(X) is the covariance matrix of X.