Wireless Communication
Wireless communication involves transferring information from your controller to a robot without them being physically connected to the controller. Wireless communication range can be as short as few centimeters to as long as millions of kilometers depending on the technology used. Most wireless communication uses radio waves for communication.
Infrared (IR)
This is the first wireless control technique available for a beginner. Since the wavelength of IR light is longer than that of visible light, it is invisible to the human eye. IR concept is easy to understand and implement. A transmitter in your controller transmits IR light (or pulses) and an IR receiver on your robot receives the signal, which is decoded with the help of a microcontroller. IR requires line of sight control and best suited for applications which require shorter control range. However care must be taken while designing IR transceivers, because sunlight, or any heat generating objects gives out infrared light
Radio Frequency modules (RF communication)
This is another commonly found wireless communication technology, especially used in RF planes and RF cars. Similar to Infrared communication, RF communication consists of a transmitter and a receiver module. A transmitter creates electromagnetic waves in a particular frequency and a receiver captures this signal. A microcontroller can decode this signal and use it to control other peripherals. Sending and receiving data in a RF module is tricky for a beginner which makes them shy away from RF controllers. If used aptly, RF signals can travel longer distances and penetrate most objects.
Wi-Fi (802.11 networks)
This is the latest talk in the robotics world. Using Wi-Fi, you can control your robot through the internet. In this type of communication, a wireless network adapter in a computer coverts digital data into radio signals and the Wi-Fi unit on your robot (another network adapter) converts these signals into digital data. 
Institute of Electrical and Electronics Engineers (IEEE) has come up with a set of standards for these wireless networks with the title “IEEE 802.11”. Hence Wi-Fi communication is generally referred as IEEE 802.11.
Wi-Fi modules offer greater data transfer speeds which means you can communicate more with your robot. In case you plan to attach a camera to your robot, then Wi-Fi communication should be an ideal choice.
Bluetooth
Bluetooth is an open wireless technology which can be used to transfer data over short distances, typically 8-10 meters. Most mobile phones use Bluetooth technology to transfer data from one device to another. 
If you add a Bluetooth module to your robot, you can easily transfer large amounts of data from your computer or mobile phone or any other controller. Another advantage is that Bluetooth modules does not require line of sight to communicate which makes it a good choice for your mobile robots.
Voice controlled (or Speech controlled)
Voice controlled robot should be the last option for a beginner. You would need a voice recognition module which transforms your (or any others) voice/words into digital signals for a microcontroller to understand. Also you can imagine how far your voice may reach for your robot to take your orders. Although there are few advantages of using voice communication over others technologies, it is easier to not use them in any robots.
Satellite communication (GPS controlled)
GPS or Global Positioning System is a satellite navigation system which provides location co-ordinates of objects on earth which has a GPS receiver. GPS receiver on a robot precisely calculates its position based on signals sent by satellites orbiting the earth. GPS devices are also capable of providing information on speed and direction of your robot. Since these are satellite based navigation systems, outdoor robots can exploit the advantages of GPS. GPS systems has an accuracy limit of few meters.
Cellular
The latest buzz words in mobile robots are cell phone controlled robots. A robot can be controlled by a cell phone in two ways; the first being, voice controlled and the second being DTMF control. We have already discussed the issue with voice controlled robots and will understand how DTMF controlled robot works.
The concept is simple; a mobile phone calls another mobile phone mounted over a robot and automatically gets connected (auto receive anybody?). In the course of the call, when any button is pressed, the equivalent tone is decoded by a decoder on the robot giving out its equivalent binary value. This value can be used to control the robot. The advantages are the wide coverage area (limited by the service provider’s network) and easy construction.
Few other robots make use of GPRS and 3G services available on the cell phone, but are restricted with the complex design it involves. A combination of services available in 3G can help you to build your own mobile robot with video and audio transmitting capabilities.
There are many other alternatives like touch controlled, light controlled, sound controlled etc. to control your robot and the options are only limited with your ideas. Just keep in mind that you need a device which can emit signals and another device on the robot should be able to decode that signal and drive your robot.
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