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The presence of carrier offsets in the multiple-input multiple-output (MIMO) channels is an important practical and theoretical problem. Double-differential coding is a technique which allows the receiver to decode the data without any channel or carrier offset knowledge. We propose a double-differential (DD) coding scheme which is applicable to square orthogonal space-time block codes (OSTBC) using M-PSK constellation. The main advantages of our proposed DD coding scheme are: 1) The previously proposed DD codes are applicable only to the specific class of space-time block codes which follow the diagonal unitary group property, whereas our DD coding is applicable to any square OSTBC. 2) We propose a suboptimal decoder which preserves the linear decoding property of the OSTBC. 3) A theoretical analysis is performed to find a pairwise error probability (PEP) upper bound of the proposed double-differential orthogonal space-time block codes (DDOSTBC). 4) In order to improve the performance of DDOSTBC over the arbitrarily correlated Rayleigh channels we propose a precoder which minimizes an upper bound of the PEP. The proposed DDOSTBC are able to achieve higher coding gain than the similar rate existing DD coding scheme. In addition, the proposed precoded DDOSTBC achieves performance gain for correlated channels as compared to the unprecoded DDOSTBC.