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is it possible to set different ip-addresses via PC without NIOS & Co into TSE-IP-Core?
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"Anything is possible."
But if your question is if there is something already bundled with Quartus, the answer is no.
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I'll use one PC/ETH-Switch and e.g. three separate Cyclone V-GX devices with TSE-SGMII-PMA-PHY. All three FPGAs have the same image. How can I use DHCP?
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DHCP is somewhat complex and is usually done in software.
If this is a closed system (e.g. a lab experiment, or closed network in a commercial product) DHCP is probably overkill in the first place.
You could simply hardcode the IP address for the given board in non-volatile memory somewhere (e.g. the tail end of the EPCS, if you're using that) and write associated logic to pull it in at boot time, the same as you must be doing for the MAC address.
Or you can try something like "ARP Stuffing" here:
http://en.wikipedia.org/wiki/address_resolution_protocol Or you can roll your own solution, with a low level (non-IP, or IP broadcast) network message from the PC directed toward the boards.