This paper investigates non-coherent detection of single-input multiple-output (SIMO) systems over block Rayleigh fading channels. Using the Kullback-Leibler divergence as the design criterion, we formulate a multiple-symbol constellation optimization problem, which turns out to have high computational complexity to construct and detect. We exploit the structure of the formulated problem and decouple it into a unitary constellation design and a multi-level design. The proposed multi-level design has low complexity in both construction and detection. Simulation results show that our multi-level design has better performance than traditional pilot-based schemes and other existing low-complexity multi-level designs.