This paper presents an algebraic method to construct convolutional codes with guaranteed \emph{free and local minimum distances} without limit based on cyclic codes of odd lengths. The constructions are simple but effective, and no computer search is needed. For any two positive integers and with , a rate- convolutional code can be constructed by using a chain of cyclic codes of the same length which satisfy the inclusion condition, . Such a convolutional code is composed of a \emph{semi-infinite chain of identical local codes} confined in a diagonal band of width . Each local code of is formed from the cyclic codes in the code chain and is a specially localized subcode of the \emph{mother code} in the code chain. The minimum distance of each local code of is lower bounded by the minimum distance of the mother code in the code chain. The local structure of allows it to be decoded based on a designed parity-check matrix of the mother code using a sliding window decoding scheme.

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