Is it possible to use a mini USB Bluetooth dongle like in the following picture in order to improve my Arduino Uno, so it can comunicate with other Bluetooth devices?
If it is, how can I do that?
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It is, in theory, possible, to make your Arduino talk USB to the Bluetooth dongle. Usually, however, the better solution is to buy a serial-to-bluetooth module, and connect that to the serial pins on your Arduino, or to pins on Arduino compatible usable by the SoftwareSerial library.
No, the Arduino Uno can not use the Bluetooth dongle for two reasons:
USB Host Shield:
Note that such shields usually do not have support for generic USB Bluetooth dongles. If there are some which do, a link would be interesting.
Your other options are to either acquire one of those Arduino models that do support Host Mode, then experiment with the Bluetooth stacks available for it, or to use a Bluetooth module such as the Bluetooth Bee, or shields incorporating Bluetooth, and use those.
Serial Bluetooth Shield:
The Bluetooth Bee:
Requires a shield that supports the Zigbee type pin-out. Note that the Xbee pins are not the common 0.1 inch spacing, but a less common 1 mm spacing.
Shields that support ZigBee format modules: