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Sorry, I've typed something wrong. It's not MHz but kHz. What is the maximum data rate I can use?
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The USB-Blaster JTAG interface operates with a 6MHz clock, and it takes about 10 clocks per byte, so the maximum data rate is 600kBytes/s or 4.8Mbps.
See the performance analysis here;
https://www.ovro.caltech.edu/~dwh/correlator/pdf/altera_jtag_to_avalon_analysis.pdf Your data rate of 40kbits/s can be implemented using the JTAG interface.
The initial responses at the beginning of this thread have already provided an answer to your question. You can use the JTAG UART or the JTAG-to-Avalon-MM bridge.
Go and take a look at the DE0-nano SDRAM example in this thread;
http://www.alteraforum.com/forum/showthread.php?t=45927 The design includes a Qsys system and Tcl commands to access the board. The SystemConsole master_read_memory and master_write_memory are the most efficient commands for transferring blocks of data.
Cheers,
Dave