If you are a robot, you are blind, deaf, and do not know where you are. This is equally true if you are a robot moving around on Mars, as if you are a robot moving around in a building at night. In the field of mobile robotics, localization has been referred to as “the most fundamental problem to providing a mobile robot with autonomous capabilities” (Cox, 1991). Autonomous robots are built on mobile platforms, where a new degree of control flexibility is needed. As opposed to industrial robots, they move around in their environment, which is often highly unstructured and unpredictable. Slowly, various markets are emerging for this type of robotic system. Entertainment applications and different types of household or office assistances are the primary targets in this area of development. The Aibo dog from Sony and the Trilobite vacuum cleaner from Electrolux are early examples of this future industry.