Babar Latif wrote:
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But are TDK modem chips AT command set compatible.

Some are, some are not. Take a look at what they have to offer. For example, here is a TDK modem chip that has an 8032 core and supports AT commands. Some of their embedded modems are like you say, that is, more of a "data pump" that requires an external MCU/MPU of some sort. It is this latter type that I have used paired up with a microcontroller in embedded applications where the AT command set is of little value.