 Solution

The mixed-state expression in the PDF contains a mismatched bra in its second term. A probability mixture of the stated orthonormal eigenvectors must be interpreted as $\rho ={\sum }_k{p}_k|u_k⟩⟨u_k|$. Taken literally with a different bra, it need not be Hermitian or positive and is not generally a density operator.

Let $m={\sum }_k{p}_k{e}^{i{\varphi }_k}=\mathrm{Tr}(\rho U)$. A quantum channel and its measurement probabilities are linear in the density operator, so averaging the pure-state results givesTherefore the same frequency estimator yieldsMore generally, after the controlled operation and before the final Hadamard gate, the reduced control density operator isThis follows by a partial trace of the control blocks $\rho$, $\rho U^{†}$, $U\rho$ and $U\rho U^{†}$. It proves the mixed-state Hadamard-test quadratures for any auxiliary density operator, even one not diagonal in the eigenbasis. Conjugation by the final Hadamard gate maps $X$ to $Z$ and $Y$ to $-Y$, explaining the imaginary-part sign.