Can explain this formula,yhanks before:)

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GRIFINA

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I have a formula about covariance matrix of channel like:

Ch = diag{ E[abs(h1)²] E[abs(h2)²] .... E[abs(h(Δ)² }

Δ in here mean number of channel impulse response, And I want ask to all of you about change this formula into matlab ,can anybody explain this, coz Iam very confuse about the sign E in my formula,

Thanks a lot please help me , its so urgent :-?
 

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