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Performance of cooperative spectrum sensing with multiple antennas at each cognitive radio (CR) is discussed in this paper. The CRs utilize selection combining of the decision statistics obtained by an improved energy detector for making a binary decision of the presence or absence of a primary user (PU). The improved energy detector uses an arbitrary positive power p of amplitudes of samples of the PU's signals. The decision of each CR is orthogonally forwarded over imperfect reporting channels to a fusion center, which takes the final decision of a spectrum hole. We derive expressions of the probabilities of false alarm and missed detection of the proposed cooperative spectrum sensing scheme. By minimizing the total error rate (sum of the probability of missed detection and the probability of false alarm) we derive a closed-form solution of the optimal number of CRs required for cooperation. It is shown by simulations that by using multiple antennas at the CRs, it is possible to significantly improve reliability of spectrum sensing with extremely low interference levels to the PU at very low (much less than 0 dB) signal-to-noise ratio of the PU-CR link.