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I currently work with small audio and MIDI projects for the classroom, for which the microcontrollers are just fine. On the other hand, I've been thinking about the implementation of real-time FIR filters and other stuff, for which I think CPLD's could be far better.
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If you are planning on performing DSP operations in FPGAs or CPLDs, then I would recommend you take a closer look at FPGAs. The MAX II and MAX V CPLDs are targeted for control applications, so they do not have DSP blocks, internal RAM, or PLL blocks (though I think the MAX V does have a PLL). Take a look at the handbook for the Cyclone IV and V devices and you will see descriptions of these features.
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Nevertheless, I won't go as far as working with FPGA's for the moment. I was thinking about Max II or MaxV to begin.
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Buy a Terasic DE0-nano to get started.
http://www.terasic.com.tw/cgi-bin/page/archive.pl?language=english&categoryno=139&no=593 --- Quote Start ---
Once the thing is fully assembled, I just use a JTAG interface to program the CPLD's IN PLACE.
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The MAX II/V devices have internal memory, so all you need is the FPGA and a JTAG connector. The Cyclone devices need an additional external configuration memory device.
Cheers,
Dave