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How do you install an RTOS on hardware that has no software running yet?
I mean in a general way, is there install tools that go with it and you send it with serial port or how does that work? I cant imagine that that would work because for serial ports to work doesnt the target hardware need some software installed first?
Depends on the system naturally, and on the RTOS. I've seen it done before by building an offsite image of the device filesystem and then dumping that into the device. I suppose you can also simply send the files (usually the binary contents of the main branch) to most devices through network transfer, since those protocols are hard wired on many of the typical target devices for an RTOS.
Old Style: you flash your OS onto an EEPROM (or similar), then plug that into your board. This may be a simple boot loader which allows you to load something more substantial using available communication ports.
New Style: the boot-rom is already provided for you on the development board.