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A relay is an electrically operated switch. Many relays use an electromagnet to
mechanically operate a switch, but other operating principles are also used, such as
solid-state relays. Relays are used where it is necessary to control a circuit by a low-power
signal (with complete electrical isolation between control and controlled circuits), or where
several circuits must be controlled by one signal. The first relays were used in long distance
telegraph circuits as amplifiers: they repeated the signal coming in from one circuit and
re-transmitted it on another circuit. Relays were used extensively in telephone exchanges
and early computers to perform logical operations.
A type of relay that can handle the high power required to directly control an electric motor
or other loads is called a contactor. Solid-state relays control power circuits with no moving
parts, instead using a semiconductor device to perform switching. Relays with calibrated
operating characteristics and sometimes multiple operating coils are used to protect
electrical circuits from overload or faults; in modern electric power systems these functions
are performed by digital instruments still called "protective relays".
Bellow is the schematic of how to drive relay with arduino (down load from the arduino.cc)
Connection
Schematic