How can I calculate the complex cross-covariance matrix for two different MIMO multipath Channel??

I have two H channel matrix (H1,H2) with 3 dimmensions 4x4x100 where I have 4 tx antenna, 4 rx antenna and 100 samples of channel I can generate this H matrix in the following way:

H1=complex(randn(4,4,100),randn(4,4,100))/sqrt(2); H2=complex(randn(4,4,100),randn(4,4,100))/sqrt(2);

My cross-Covariance matrix must have 16x16 dimesions??? xcov is valid???