  We address joint design of robust precoder and equalizer in a MIMO
communication system using the minimization of weighted sum of mean square
errors. In addition to imperfect knowledge of channel state information, we
also account for inaccurate awareness of interference plus noise covariance
matrix and power shaping matrix. We follow the worst-case model for imperfect
knowledge of these matrices. First, we derive the worst-case values of these
matrices. Then, we transform the joint precoder and equalizer optimization
problem into a convex scalar optimization problem. Further, the solution to
this problem will be simplified to a depressed quartic equation, the
closed-form expressions for roots of which are known. Finally, we propose an
iterative algorithm to obtain the worst-case robust transceivers.
