In this paper, we present a construction of complex orthogonal design for space-time block codes in any number of antennas. Our construction achieves both the maximal rate and minimal delay. So far as we know, our construction is the first explicit-form construction, which has asymptotically optimal time complexity and space complexity. And new representation of complex orthogonal design might bring advantages in analyzing some properties. In addition, when the number of antennas n ≡ 1, 2, 3 (mod 4), our construction satisfies transceiver signal linearization property, which allows for design of low complexity channel equalizers and interference suppressing filters.