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Sourcing servos and controller from same power supply

I'm using dagu spider controller with servo shield & servos consuming about 3,5A in total. If I supply both controller & shield from same source, whole system don't work - servos just jerk, but don't move. Power supply can source 20A max. But if I connect controller to separate power supply, everything works as expected. I thought that it's just a question of max current that power supply can provide. Isn't it correct?

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Thanks everyone. 

My PSU is NES-100-5

Here is a wiring I used for power (green is +)

 

I haven't found any info about second blue connector on servo shield marked "5V_out". It has about 0V on it if i connect only the shield to the PSU.

http://www.youtube.com/watch?v=b0epXj0yFKM

Ok, there is your problem, you never bothered to read the Spider instruction manual.

RTFM!

If you did read the manual then you would know that it requires at least 7V but your power supply is 5V.

The second blue connector marked "5V out" is the 5V output of the Spider's switchmode regulator.
How much info do you need to know that "5V out" is 5V out ???????

Your power supply is not suitable for this project!

It would help if you gave use more information and a photo of your wiring.

A source that can deliver 20A is very vauge. What voltage is the battery and what chemistry? NiNh, Li-Ion?

You need to use very thick wires otherwise you can get a voltage drop in the wires. What guage wiring are you using.
You should be using automotive wiring that can handle at least 5A.

If you are using the HD servo shield correctly then the servos will be powered from the battery.
They should not affect the controller unless your power source which can deliver 20A is having a panic attack at 3.5A and dropping it's voltage below 7V which is the minimum for the Spider's switchmode power supply.

Not sure if it will help, but it doesn't hurt to make sure the grounds of both boards are connected to each other.

It can work but the cw is that you shouldn't do it. Sudden power drops will make the microcontroller act funny, and switching power supplies and batteries both can fail to give you the steady throughput, even with snubbers.