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In this paper, we propose a novel joint linear transceiver design for single-user multiple-input, multiple-output (SU-MEVIO) systems employing improper signal constellations. In particular, improved minimum mean square error (MMSE) transceiver is designed based on modified cost functions, with channel mean as well as both transmit and receive correlation information at both ends. The joint design is formulated into an optimization problem. The optimum closed-form precoder and decoder are derived. Compared to the case with perfect channel state information (CSI), linear filters are added at both ends to balance the suppression of channel noise and the noise from imperfect channel estimation. The superiority of the proposed joint linear transceiver design over the conventional solutions is verified by simulation results.