For a zero mean, proper, complex random vector x, the Hermitian covariance Exx is a complete second-order characterization. However, if the vector x is improper, it is correlated with its complex conjugate, meaning Exx 6= 0. This improper or complementary covariance must be accounted for in a complete second-order characterization. The improper covariance has been exploited for widely linear (W...