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Four (or five) Microsoft debuggers:
-   CDB and NTSD
Console DeBugger and NT Symbolic Debugger
start cdb parameters 
ntsd parameters 
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It is possible to redirect the input and output from CDB or NTSD so that  it can be controlled from a kernel debugger (either KD or WinDbg).  
KD a character-based console program that enables in-depth analysis of kernel-mode activity on all NT-based operating systems. 
KD can be used to debug kernel-mode programs and drivers, or to  monitor the behavior of the operating system itself. KD also supports  multiprocessor debugging.
Typically, the KD tool will not be run on the computer being debugged. Two machines (the host computer and the target computer) are needed for kernel-mode debugging.
KD is capable of debugging a target computer which is running on an x86, Itanium, or x64 platform. 
WinDbg a powerful Windows-based debugging tool. It is capable of both user-mode and kernel-mode debugging. WinDbg provides full source-level debugging for the Windows kernel,  kernel-mode drivers, and system services, as well as user-mode  applications and drivers.
WinDbg uses the Microsoft Visual Studio debug symbol formats for source-level debugging. It can access any symbol or variable from a module that has PDB symbol files, and can access any public function's name that is exposed by modules that were compiled with COFF symbol files (such as Windows .dbg files).
WinDbg can view source code, set breakpoints,  view variables (including C++ objects), stack traces, and memory. Its  Debugger Command window allows the user to issue a wide variety of  commands.
For kernel-mode debugging, WinDbg requires two machines (the host computer and the target computer). Kernel debugging is only supported on NT-based Windows operating systems.
WinDbg also supports various remote debugging options for both user-mode and kernel-mode targets.
WinDbg is the graphical-interface counterpart to CDB / NTSD and to KD.
 
             
                          
                              
                          
The Microsoft Visual Studio debugger is also capable of debugging  user-mode programs on all Windows operating systems. Refer to the  Visual Studio documentation for details on this debugger.  
                 Microsoft Debugging Tools for Windows is available in three different  versions: a 32-bit package and two 64-bit packages.  You can install  these packages from the Customer Support Diagnostics CD, the Microsoft  Windows SDK, the Windows Driver Kit (WDK), or the Web.  You can  customize the installation in several ways.  
-   Starting the Debugger 
 -   The Debugger Command Window 
 -   The WinDbg Graphical Interface 
 -   Debugger Configuration 
 -   Debugger Operation (General) 
 -   Debugger Operation (User Mode) 
 -   Debugger Operation (Kernel Mode) 
 -   Debugger Extensions 
 -   Remote Debugging 
 
Debugging tools 
Using Debugger Commands
  
For KD or CDB, "Debugger Command window" refers to the whole window.  You enter commands at the prompt at the bottom of the window. If the  commands have any output, the window displays the output and then  displays the prompt again.
For WinDbg, "
Debugger Command window" refers to the window that is labeled "Command" in the title bar. This window contains two panes: 
-  In the small, bottom pane, you enter commands.
 
-  In the large, upper pane, you view command output.
 
This window is always open at the beginning of a debugging session. You can reopen or switch to this window by clicking 
Command on the 
View menu, pressing ALT+1, or clicking the 
Command (Alt+1) button (

) on the toolbar.
You can use the UP ARROW and DOWN ARROW keys to scroll through the  command history. When a previous command appears, you can edit it and  then press ENTER to execute the previous command (or the edited version  of the previous command). The cursor does not have to be at the end of  the line for this procedure to work correctly.
KD Command-Line Options 
How to Debug the Windows OS using USB
Setting Up a USB 2.0 Debug Cable Connection
http://www.windbg.org/
 
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