In Down Link MU-MIMO, an AP transmits to several STAs concurrently. In the mmWave band, directional transmissions are used so it is necessary for both the AP and the STAs to set their antenna arrays (by setting their antenna weight vectors—AWVs) in the best way to receive the transmissions directed to them by the AP and to avoid interference from transmissions directed to other devices. An exemplary embodiment discloses a beamforming training protocol that is capable of generating a set of antenna weight vectors for MU-MIMO operation that at least improves performance of subsequent communications.