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Next generation wireless communication systems need to support data rates much greater than 3G systems. This will require more efficient utilization of the radio resource. Relay and MIMO (multiple input multiple output) techniques can significantly enhance system power efficiency, extend system coverage and are considered promising candidates for next generation wireless communication systems. In this paper, we propose a multi-user MIMO relay protocol which utilizes self-information to subtract the interference in two-way communication systems. It is shown that the proposed protocol achieves more than 30% capacity gain compared to previously proposed multi-user MIMO relay protocols in various system scenarios. An adaptive relay power allocation algorithm is also discussed to further increase the system power efficiency.