Covariance matrix

From Glossary of Meteorology

covariance matrix

In radar, a matrix comprising the autocovariances and cross covariances of a set of signal amplitudes.

As applied to polarimetric radar signals, the diagonal terms are the respective autocovariances of the received signals of orthogonal polarization, that is, the power in the two orthogonal channels, and the off-diagonal terms are the cross covariances.