"within the same acquisition" means oversampling. Oversampling is done at acquisition time before storing each high-res sample.
1) Neither the Rigol DS2000 nor the Agilent X-Series can sample faster than 2GSa/s, so oversampling is meaningless if the rate is already at (or close to) this speed.
2) There is no theoretical difference between doing the averaging between acquisition and sample memory - or between sample and display memory (although it certainly can have an effect on the speed of the whole process).
3) The big problem with the Rigol is that their documentation is not clear on the subject.
It's impossible to change the memory depth on the Agilent, so at slower speeds, the number of bits of higher resolution is fixed. For example, at 5us/div it's 10 bits. But the Rigol allows user-definable memory depths, so it's obvious that it has to alter the number of bits of resolution at a given time base depending on the memory depth.
For example, according to the Rigol manual, the DSO gives "12 bits of resolution when >=5us/div @ 1GSa/s", but what happens when the sample depth is set to 14k @ 5us/div (meaning the displayed sample rate is 200MSa/s)?
It's clear the Rigol must switch to 10 (or 9) bits of resolution, and this can be observed by testing the LPF of the High Res mode while sending a 4MHz signal into the scope with those settings: 12 bits of resolution while sampling @ 200MSa/s would mean an effective bandwidth of ~338kHz.
So you MUST keep the memory depth set to 14MB (or AUTO) to get the full 12 bits of higher resolution - meaning that the DSO is sampling at the full (or nearly full) speed of 1GSa/s - 2GSa/s - at least until 1ms/div.
Yes there is a filtering effect, but this is firstly applied to the "oversampled" data rather than the final trace samples.
Six of one - half dozen of the other. It makes no difference whatsoever other than to the extent of how the
successive sample decimation (High Res) is combined with the standard
peak-to-peak decimation that is normally used between sample and display memory.
Naturally, now that I know more what it does, it can be a useful tool. One just has to be aware that at 1ms/div + high res, the effective bandwidth (on screen) is like 5kHz.
That's the general idea, but you're off by a factor of about x4. The effective 3dB bandwidth (when using 14MB/AUTO + High Res) is roughly something like:
1ms = 20kHz
500us = 40kHz
200us = 100kHz
100us = 200kHz
50us = 400kHz
20us = 1MHz
10us = 2MHz
5us = 4MHz (the approx. maximum of any 2GSa/s DSO doing successive sample decimation to 12 bits)