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In this letter, we design a segment training based individual channel estimation (STICE) scheme in the classical three-node it amplify-and-forward two-way relay network (TWRN). We resort to linear minimum-mean-square-error (LMMSE) estimators to achieve the in-channel estimation without sign ambiguity through two consecutive segments. We derive the mean-square-error (MSE) of the individual channel estimation, from which the optimal training and the optimal relay's power allocation are obtained. Numerical results are provided to corroborate the provided studies.