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In this article, we present the design of a team of heterogeneous, centimeter-scale robots that collaborate to map and explore unknown environments. The robots, called Millibots, are configured from modular components that include sonar and IR sensors, camera, communication, computation, and mobility modules. Robots with different configurations use their special capabilities collaboratively to accomplish a given task. For mapping and exploration with multiple robots, it is critical to know the relative positions of each robot with respect to the others. We have developed a novel localization system that uses sonar-based distance measurements to determine the positions of all the robots in the group. With their positions known, we use an occupancy grid Bayesian mapping algorithm to combine the sensor data from multiple robots with different sensing modalities. Finally, we present the results of several mapping experiments conducted by a user-guided team of five robots operating in a room containing multiple obstacles.