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This paper investigates the locomotion mechanism and crawling gait of our modular wall-climbing caterpillar robot. The concept of a modular wall-climbing caterpillar robot is inspired by the kinematics of the natural caterpillar. Two kinds of modules, which are attachment module and joint module, were developed. Due to the fixed constraints between the suction cups and wall, the gait of the caterpillar robot engages a changing kinematic chain which is from an open chain to a closed chain, and then to an open chain orderly. The discussion of this paper is focused on the crawling gait adopted by our prototype and on locomotion realization. In the closed chain state, a four links kinematics model is adopted to fulfill the fixed constraints produced by the attached suckers. In the end, a successful on-site tests confirm the above principles and the validity of the climbing gait.