Please check only yellow highlighted terms on page number 2068.
Eq. 70 is converted into eq. 71 using formula ||vec(A)||_2^2 = tr{AA^H} (3rd line of appendix).
My question is
In eq 70, the term H*V*V^H*H^H is inside, and R is outside the diagonal operator as
tr{R*...
How to derive (proof) the following
trace(A*Diag(B*B^T)*A^T) = norm(W,2),
where W = vec(sqrt(diag(A^T*A))*B)
&
sqrt(diag(A^T*A)) is the square root of diag(A^T*A),
B & A are matrix.
Please see the equation 70 and 71 on page 2068 of the supporting matrial.