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The design of signal constellations for a communication system using multiple transmitter antennas over a Rayleigh-fading channel is considered under the assumption that no channel state information (CSI) is available at the transmitter and the receiver has acquired a CSI estimate with known error covariance. This setup encompasses the well-studied scenarios of perfect and no channel knowledge at the receiver and allows a smooth transition between these two cases. The data detection performance as a function of the CSI error covariance is analyzed and used to investigate the design of training blocks if such blocks are transmitted to provide CSI to the receiver. Moreover, two approaches to design constellations adapted to the error covariance of the receiver CSI are presented. Whereas the first approach is based on a generic gradient search method, the second approach uses an appropriate combination of constellations designed for perfect and no CSI at the receiver. Simulations confirm the benefits of the presented designs.