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Relay transmission is promising for future wireless systems due to its significant cooperative diversity gain. The performance of dual-hop semi-blind amplify-and-forward (AF) relaying systems was extensively investigated, for transmissions over Rayleigh fading channels or Nakagami-m fading channels with integer fading parameter. For the general Nakagami-m fading with arbitrary m values, the exact closed-form system performance analysis is more challenging. In this paper, we explicitly derive the moment generation function (MGF), probability density function (PDF) and moments of the end-to-end signal-to-noise ratio (SNR) over arbitrary Nakagami-m fading channels with semi-blind AF relay. With these results, the system performance evaluation in terms of outage probability, average symbol error probability, ergodic capacity and diversity order, is conducted. The analysis developed in this paper applies to any …