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We propose a new generalised spatial modulation (GSM) technique, which can be considered as a generalisation of the recently proposed spatial modulation (SM) technique. SM can be seen as a special case of GSM with only one active transmit antenna. In contrast to SM, GSM uses the indices of multiple transmit antennas to map information bits, and is thus able to achieve substantially increased spectral efficiency. Furthermore, selecting multiple active transmit antennas enables GSM to harvest significant transmit diversity gains in comparison to SM, because all the active antennas transmit the same information. On the other hand, inter-channel interference (ICI) is completely avoided by transmitting the same symbols through these active antennas. We present theoretical analysis using order statistics for the symbol error rate (SER) performance of GSM. The analytical results are in close agreement with our simulation results. The bit error rate performance of GSM and SM is simulated and compared, which demonstrates the superiority of GSM. Moreover, GSM systems with configurations of different transmit and receive antennas are studied. Our results suggest that using a less number of transmit antennas with a higher modulation order will lead to better BER performance.