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To improve spectrum efficiency (SE) of minimum-shift keying (MSK) in orthogonal frequency-division multiplexing (OFDM) system, MSK is extended to a continuous-phase frequency-shift-keying (CPFSK) scheme with multiple modulation indices h in this paper. We theoretically prove that the available h for the proposed multiple- h OFDM-CPFSK scheme is only the multiple of 1/2. Subsequently, a simple triple- h OFDM-CPFSK scheme with h = 0, 1/2, 1 is demonstrated as an example of the proposed multiple- h OFDM-CPFSK scheme. In our proof-of-concept experiment, a 10-Gb/s triple- h OFDM-CPFSK signal and a 10-Gb/s OFDM-MSK signal are successfully transported over 1000-km standard single-mode fiber. Electrical spectrum shows that the SE of the triple- h OFDM-CPFSK scheme is about twice as much as that of OFDM-MSK. Bit-error-rate performance of the 10-Gb/s triple- h OFDM-CPFSK signal and the 10-Gb/s OFDM-MSK signal after 300- and 1000-km transmissions demonstrates a robust performance of the triple- h OFDM-CPFSK scheme in long-haul high-speed transmission.