I. Introduction
Multiple-Input multiple-output (MIMO) two-way relay system has received considerable attention due to its outstanding capability of improving the performance of bidirectional communications with extended coverage areas [1]–[3]. In MIMO two-way relay systems, the channel estimation is a very important problem because accurate channel state information (CSI) must be known for the coherent decoding and the exact self-interference cancellation [4]–[6]. In [7]–[12], the channel estimation for MIMO two-way relay systems was studied for various fading environments. However, a simplistic assumption that no interference exists at two end source nodes and the intermediate relay node(s) was always imposed.