\begin{eqnarray} \textbf{R}(0) &=& E[\textbf{x}(t)\textbf{x}(t)^{*}] ~=~ \textbf{AR}_s(0)\textbf{A}^H + \sigma^2\textbf{I} \label{covmatrix} \end{eqnarray} \vspace{-30pt} \begin{eqnarray} \textbf{R}(\tau) &=& E[\textbf{x}(t + \tau)\textbf{x}(t)^{*}] ~=~ \textbf{AR}_s(\tau)\textbf{A}^H \text{\hspace{20pt}$\tau \neq 0$} \label{covmatrixtau} \end{eqnarray}