Confused about coordinate frames. Can someone please explain?

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Mehdi answer your question in a relatively proper way, I just want to add the 3D transformation concept that you must understand to be able to clarify your mind. You need always to have a reference to be able to measure any movement or rotation, remember that movements are relative (relativity) to another frame. Each frame knows its own world (3D components - values: x,y,z, roll, pitch, yaw) of the objects that are placed in it, for instance, your robot is placed in the map-world frame, which means that the map-world knows where your robot is located, but your robot has a 3D shape, so it can have stuff on it, like a camera or an arm, then you need a frame in the "centroid" (close to it ;-)) of the robot to be able to transform the exact position of the camera or arm in the map-world frame, so you know the camera position relatively to the centroid of the robot (base_link) and because the world knows where the robot (base_link) is in it's own coordinates, then it knows where the camera is located. But then the robot moves, how does the map-world or robot knows where the heck it is moving?, it needs another frame from which the robot moves relatively to. That's the work of the odom frame, it is placed in the map-world frame and represent the initial position of the robot (base_link) at the beginning of the scene. If the robot moves, it does it relatively to the odom frame, so the map-world use the odom frame to calculate the robot position in its own frame ( see image: http://library.isr.ist.utl.pt/docs/ro... ).

There is more about 3D transformations (matrix transformations) and the mathematics behind it. ( https://www.youtube.com/watch?v=NsiJN... , https://www.youtube.com/watch?v=gdoI2... ), but don't waist your time getting overwhelmed (no need for a headache).

You can find more in the TF overwiew ( http://wiki.ros.org/tf/Overview/Trans... )

Here is my understanding. Map = real world. Odom = where the robot thinks it is. The Map to Odom transform provides a correction from the where the robot actually is to where the robot thinks it is. If robot odom is 100% accurate, I think the map to odom TF = 0,0,0. If that understanding is wrong someone will by shortly to correct me.