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A clone of North Paw, an anklet that tells the wearer which side is north using vibrating motors, was built in 2011. 8 vibrating motors from Motorola phones were inserted into plastic tubes, the tubes were inserted into a fabric strip 1 2 and the entire think with strapped electronics is worn on an ankle. No further experiments regarding orientation etc. were carried. As of 2015, there is some interest in replicating the experiment.
The hardware is a DIP AtMega328, TPIC6C595 shift register and HM55B magnetometer. It was my first MCU design and better things could be built today (starting with SMD parts for example).
Prototype built and working, available in brmlab showcase. The battery is dead.
Alternatively you can try NorthDog. It's similar idea, but instead of custom hardware and motors it uses Android phone and headphones. Now also available through f-droid app store https://f-droid.org/packages/cz.harvie.northdog/.
- http://feelspace.cogsci.uni-osnabrueck.de/ - a more advanced implementation recently published