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In orthogonal frequency division multiplexing (OFDM)-based cognitive radio (CR) systems, the subcarriers used by the licensed users (LUs) have to be deactivated to avoid interference. Thus only part of subcarriers can be used for transmission and the positions of the activated subcarriers may be non-contiguous. The conventional pilot design methods are no longer effective for such systems. In this paper, we propose a new practical pilot design method for OFDM-based CR systems. We first formulate the pilot design as a new optimization problem, where a simple objective function related to the mean-square error (MSE) of the least-squares (LS) channel estimation method is minimized. We then propose an efficient scheme to solve the optimization problem. Specifically, the pilot tones are obtained sequentially by solving some one-dimensional optimization problems. Only real additions are needed in the proposed scheme. The simulation results show that the pilot sequence obtained by the proposed method exhibits better performance than those obtained by existing pilot design methods.