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This paper considers the blind detection for a two-way relay system in which two source nodes exchange information via a relay node by amplify-and-forward relaying. An efficient transmission scheme is first proposed to achieve unique identifications of both the transmitted symbols and channel coefficients at a noise-free receiver using the M-ary phase shift keying modulation. Blind receivers based on the generalized likelihood ratio test are then derived for both the reciprocal and nonreciprocal channels with additive Gaussian noise. The least square error-based receiver is also studied for the case without prior knowledge of the noise power for detection. Moreover, constellation selection algorithms are proposed to achieve a uniform transmission bit rate for the ease of implementation. Finally, numerical results are provided to validate the proposed schemes.