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In this paper, an iterative multiple symbol differential detection for turbo coded differential unitary space-time modulation using a posteriori probability (APP) demodulator is investigated. Two approaches of different complexity based on linear prediction are presented to utilize the temporal correlation of fading for the APP demodulator. The first approach intends to take account of all possible previous symbols for linear prediction, thus requiring an increase of the number of trellis states of the APP demodulator. In contrast, the second approach applies Viterbi algorithm to assist the APP demodulator in estimating the previous symbols, hence allowing much reduced decoding complexity. These two approaches are found to provide a trade-off between performance and complexity. It is shown through simulation that both approaches can offer significant BER performance improvement over the conventional differential detection under both correlated slow and fast Rayleigh flat-fading channels. In addition, when comparing the first approach to a modified bit-interleaved turbo coded differential space-time modulation counterpart of comparable decoding complexity, the proposed decoding structure can offer performance gain over 3 dB at BER of 10−5.