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A Class-A density is well known to model interference, which is impulsive by nature. This model is expressed as a weighted infinite linear combination of Gaussian densities with different variances. The extension of this model for multiple receiving antennas is currently limited to two antennas. An algebraic extension leads to a multivariate Class-A density, which can be used for an arbitrary number of antennas. In this paper, we consider the design of optimum diversity combining for Rayleigh fading channels in the presence of Class-A interference. Since recent studies show a significant level of noise correlation in some wireless systems, we begin with a correlated multivariate Class-A model. Then, we show that the optimum combiner can be approximated by a maximum ratio combiner (MRC) preceded by noise decorrelators, which has a much lower complexity compared with the optimum one. When the interference is uncorrelated, we prove that the conventional MRC approximates the optimum combining.