Anonymous

\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}
        \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}