—In this paper, we propose a joint precoding scheme for both the base station (BS) and relay station (RS) to increase the ergodic capacity of downlink non-regenerative multiple-input multiple-output(MIMO)-relay systems. Different from previous work, we assume only the mean and the covariance matrix are known for the channel state information (CSI) of the RS-mobile station(MS) link. Since the exact solution of this problem is difficult to be found because the RS-MS channel is only partially known, we employ precoding matrices that maximize the upper bound on the ergodic capacity. Based on this approach, the proposed scheme uses an iterative method to determine both BS and RS precoding matrices simultaneously. In numerical results, the proposed joint precoding scheme is shown to outperform the water-filling and amplify-and-forward (WF-AF) scheme in high signal-to-noise ratio (SNR) regions. It is also shown to outperform the spatial multiplexing and RS precoding (SM-RP) scheme in low ...