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We propose a new scheme for differential modulation in orthogonal frequency-division multiplexing (OFDM) with cyclic delay diversity. Delay diversity is done in a cyclic manner in order not to exceed the guard interval. However, the increased frequency selectivity, and consequently, reduced coherence bandwidth, causes problems for noncoherent detection of differential modulation in frequency direction. Our proposal is able to cope with the increased frequency selectivity,and enables picking up the spatial diversity in frequency-selective channels with unknown delay spread in combination with standard differential modulation techniques. The new scheme is less complex than differential unitary space-time modulation. The overhead due to reference symbols is minimized and the detection delay is reduced, compared with differential modulation in time direction.