In this paper, we investigate the effects of channel estimation error on the receiver of multiple-input-multiple-output (MIMO) amplify-and-forward (AF) two-way relaying. The estimation is conducted via training using known pilot symbols transmitted from the terminals, which is a method commonly referred to as pilot symbol-aided modulation. In this context, linear minimum mean square estimation (LMMSE) of composite and individual channels is analyzed. We show that orthogonal pilots, i.e., pilot sequences that are orthogonal over the antenna arrays and the communicating terminals, minimize the composite and individual mean square errors. Using notions of worst-case noise, we obtain lower bounds on the sum rate of information transmission in both directions of the bidirectional relay link and show that the orthogonal pilots perform well against the bound.
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