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In this paper, powerful coding techniques for differential space-time modulation (DSTM) over Rayleigh flat fading channels and noncoherent detection without channel state information at the receiver are investigated. In particular, multilevel coding, bit-interleaved coded modulation, and so-called hybrid coded modulation (HCM) are devised and compared. For improved noncoherent reception multiple-symbol differential detection (MSDD) is adapted to DSTM. In order to reduce the computational effort required for MSDD, a low-complexity version of MSDD is applied. Evaluating the ergodic channel capacity for the different schemes as appropriate performance measure, HCM with simplified MSDD is shown to offer a favorable tradeoff between complexity and achievable power efficiency. Simulation results employing turbo codes in properly designed HCM schemes confirm the predictions from information theory.