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In this paper, we consider the design of optimal transceiver and relay processing algorithms for a full-duplex (FD) two-way amplify-and-forward (AF) multiple-input multiple-output (MIMO) relaying system. We assume the channel state information of loopback self-interference (SI) channels to be imperfect. The nodes employ precoders and receive filters for suppressing the residual SI. The optimal precoders at transceivers are designed by equalising the signal-to-interference-plus-noise ratio at the relay and transceiver.