Preferably the J-Link debug plug-in would be used, but, for costs reasons, ST did not provide the standard JTAG connector, so it is currently not possible to connect to these boards with an external J-Link probe. SEGGER offers a firmware upgrading the ST-LINK on-board on the Nucleo and Discovery Boards. This firmware makes the ST-LINK on-board compatible with J-Link OB, allowing users to take advantage of most J-Link features like the ultra fast flash download and debugging speed or the free-to-use. ST Link is a programming and debugging tool developed by STMicroelectronics specifically for their microcontrollers, including the STM32 series. For a few limited tests, the OpenOCD plug-in can be. First, simply explain the relationship between them: JTAG is a parallel agreement; Link is a converter that allows JTAG to support serial port USB; ulink is a KEIL-specific emulator, add some functions; ST-LINK is a special simulation of STM8 and STM32. The interface protocol of many ARM chips is JTAG.
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