1 Classical systems using hierarchical modulation (such as DVB-SH) involve a "high-priority" (HP) and a "lowpriority" (LP) bit stream that are separately and independently encoded before being mapped on non-uniformly spaced constellation points, leading to different levels of error protection. However, an inherent drawback of this scheme is the severe performance degradation of the less protected LP stream. In this paper, we propose a concatenated encoding scheme that mixes the two streams in order to make the encoding of the LP stream dependent on the well protected HP stream. Consequently, at the receiver side, the reliable information on HP bits provided by the HP decoder is naturally involved in the decoding process of the LP stream and acts as "soft pilots". We have exploited this feature inside a soft decoding mechanism in order to improve the LP decoding performance while keeping the HP decoding performance unchanged. Numerical results presented in ...