How to save a 256kbyte samples with Arria II GX 190

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and I can't use an external memory (such as DDRIII) because the data rate is very high

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Of course it's possible. 2 MByte is a rather small amount of data and can be handled most conveniently by SSRAM. But also DDR RAM operated at 300 MHz clock with a usual 64 Bit word width can basically handle the throughput. When writing full pages with sequential data, about 95% of the RAM speed are achievable as sustained rate. In any case, parallelization is the key.

You didn't mention the data word width, so I assumed up to 16 Bit for my calculation.

P.S.: DDR with 64Bit/200 MHz Clock can achieve already 3GByte/s, while your throughput would be only 2 GByte/s.