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Numerical simulation of GNSS code tracking loops using Euler-Maruyama method

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2 Author(s)
Garrison, J.L. ; Sch. of Aeronaut. & Astronaut., Purdue Univ., West Lafayette, IN, USA ; Liang, L.

The Euler-Maruyama (EM) method for the numerical integration of stochastic differential equations is applied to simulate tracking loops for Global Navigation Satellite System (GNSS) signals. Use of a large step size and two-point pseudorandom numbers allow for computationally efficient simulation of statistics such as the mean time to lose lock (MTLL). To demonstrate this method, non-coherent delay-lock loops are simulated using the EM method. The MTLL computed from an ensemble of 50 sample paths is compared to a numerical integration of the Fokker-Planck equation. The dependence of computational time and error on step size is evaluated.

Published in:

Electronics Letters  (Volume:41 ,  Issue: 15 )

Date of Publication:

21 July 2005

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