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In order to improve bandwidth efficiency and bit error rate (BER) performance, a new training scheme is proposed for bit-interleaved coded modulation in multiple-input multiple-output (BICM-MIMO) systems. Typically, in a block fading channel, the training overhead used for obtaining channel knowledge is proportional to a power of two of the number of transmit antennas. However, this overhead can be reduced by embedding pilot symbols within data symbols before precoding. The values and positions of pilot symbols are theoretically found by minimizing the Cramer-Rao bound (CRB) on channel estimation error. Computer simulations are presented to demonstrate the advantage of the proposed scheme over other training methods, in terms of both the mean square error (MSE) of the channel estimation and the system's BER.