This paper proposes a belief propagation (BP) message passing algorithm based joint multiple symbol differential detection (MSDD) and channel decoding scheme for noncoherent differential ultra-wideband impulse radio (UWB-IR) systems. MSDD is an effective means to improve the performance of noncoherent differential UWB-IR systems. To optimize the overall detection and decoding performance, in this paper, we propose a novel soft-in soft-out (SISO) MSDD scheme and its integration with SISO channel decoding for noncoherent differential UWB-IR. we first propose a new auto-correlation receiver (AcR) architecture to sample the received UWB-IR signal. The proposed AcR can exploit the dependencies (imposed by the differential modulation) among data symbols throughout the whole packet. The signal probabilistic model has a hidden Markov chain structure. We use a factor graph to represent this hidden Markov chain. Then, we apply BP message passing algorithm on the factor graph to develop a SISO MSDD scheme, which has better performance than the previous MSDD scheme and is easy to be integrated with SISO channel decoding to form a joint MSDD and channel decoding scheme. Simulation results indicate the performance advantages of our MSDD scheme and joint MSDD and channel decoding scheme.