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Space-time block coded OFDM (ST-OFDM) has been proposed as an attractive solution for a high bit rate data transmission in a multipath fading environment. Space-frequency block coded OFDM (SF-OFDM) has been also proposed as another solution. These two systems utilize the STBC with the 2×2 transmission matrix, using two transmit antennas. If we apply the STBC with the 4×4 transmission matrix to OFDM, using four transmit antennas, we can expect the performance improvement. In addition, applying the STBC with the 4×4 transmission matrix to OFDM, we can form block codes over the space, time, and frequency domains, that is, we can implement the space-time-frequency block coded OFDM (STF-OFDM). In this paper, we apply the STBC with the 4×4 transmission matrix to OFDM and compare the performance of the three systems (ST-OFDM, SF-OFDM, STF-OFDM). We show that the best system with respect to the error rate performance differs in the different channel conditions.