The brothers are launching their "Unity" tour on Wednesday, five days ahead of the third anniversary of Michael's death from an overdose of the anesthetic propofol on June 25, 2009.

"For me, this cycle that comes around every year -- this day, that day -- that doesn't affect me because it affects me every day," said Marlon. "When that day comes around, it's the same. You learn to live with it. I still wake up sometimes and go, `Jeez. I can't believe my brother's not here."'

Following Michael's death, the four brothers appeared in the A&E reality series "The Jacksons: A Family Dynasty," which chronicled their loss and attempt to stage a comeback before their brother died.

Jermaine said the brothers have wanted to reunite on their own for years, but after Michael's passing, they needed time to heal -- and the tour is another step in that process.