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An iterative decoding approach to joint source and channel coding (JSCC) using combined trellis-coded quantization (TCQ) and continuous phase modulation (CPM) is proposed. The channel is assumed to be the additive white Gaussian noise channel. This iterative procedure exploits the structure of the TCQ encoder and the continuous phase modulator. The performance in terms of the signal-to-distortion ratio (SDR) is compared with that of a combined TCQ/trellis-coded modulation (TCM) system. It is shown that the combined TCQ/CPM systems are both power- and bandwidth-efficient, compared with the combined TCQ/TCM system. For source encoding rate R=2 b/sample, it is observed that the combined TCQ/CPM systems with iterative decoding working at symbol level converge faster than the systems working at bit level. The novelty of this work is the use of a soft decoder and an iterative decoding algorithm for TCQ-based JSCC systems. The combined TCQ/CPM with iterative decoding is considered for the first time.