Q: Noise covariance matrix I am trying to find the noise covariance matrix of a random vector $\mathbf{x}$ with itself. The elements of this vector represent image pixels and are treated as random variables i.e, $\mathbf{x}=\{x_1,x_2 \dots x_n \}$. For a $M\times M$ image we have $n=M*M$. The resulting covariance matrix, therefore, should be of the size $n\times n$.
The covariance matrix can be given as: 
$$COV(\mathbf{x}) = \mathbb{E}((\mathbf{x}-\mathbb{E}(\mathbf{x}))(\mathbf{x}-\mathbb{E}(\mathbf{x}))^\dagger) $$
In element form I can write it as:
$$COV(x_i,x_j) = \mathbb{E}((x_i-\mathbb{E}(x_i))(x_j-\mathbb{E}(x_j))^*), \quad 1\leq i,j\leq n $$
With this definition I think I need to have $k$ images or vectors, resulting in $k$ samples for each pixel $x$, to compute the covariance matrix. I wrote an example code that generates $50$ images with Gaussian noise and finds the covariance matrix as defined above. However, I am not sure if this is correct or not.  
x = Flatten[Table[Exp[-u^2/5 - v^2/5], {u, -10, 10, 1}, {v, -10, 10, 1}], 1];
Noise[x_] := # + RandomVariate[NormalDistribution[0.5, 0.2]] & /@ x;
NoisyDat = Table[Noise[x], {k, 1, 30}];   (* Generate a list of noisy image vectors *)
MeanDat = Mean[NoisyDat];      (* E(x) *)
OuterProd[list_] := KroneckerProduct[list - MeanDat, Conjugate[list - MeanDat]];  (* Outer product: (x- E(x))((x- E(x))*)^T *)
OuterMeanRemoved = Map[OuterProd, NoisyDat];
COV = Mean[OuterMeanRemoved];
ArrayPlot[COV]

I have $30$ recorded images from which I want to find the noise covariance matrix and I am first trying to make a correct code by simulating Gaussian noise. Is this the correct way to do it?. 
EDIT: Using Covaiance[NoisyDat] gives different result than the code above.
