Global analysis of third-order Costas loop:

pull-in range and lock-in range

Mikhail Lobachev,
Nikolay Kuznetsov, Marat Yuldashev, Renat Yuldashev

Faculty of Mathematics & Mechanics,

Saint Petersburg State University
Institute for Problems in Mechanical Engineering RAS

18.03.2020

M. Lobachev, N. Kuznetsov, M. Yuldashev, R. Yuldashev Global analysis of third-order Costas loop 1/9
Contents

I Application of Costas loops in GPS

I Mathematical model and problems
I Main results
I Computer simulation

M. Lobachev, N. Kuznetsov, M. Yuldashev, R. Yuldashev Global analysis of third-order Costas loop 2/9
Application of Costas loop in GPS
A GPS device calculates its position by tracking the signals sent by GPS satellites.

I Satellites transmit data on some

frequencies
I dist = c∆t
I 3 distances — receiver position
1 1
(m(t)cos(0) - m(t)cos(2ωt)) = I(t) m(t)
2 2
Filter 1
m(t)sin(ωt)
sin(ωt) g(t)
= VCO F(s)
data m(t)
-90o Loop filter
carrier sin(ωt) 1
(-m(t)sin(0) - m(t)sin(2ωt)) = Q(t)
2 Filter 2 0

m(t) = ±1 — data sin(2ωt) and cos(2ωt) can be filtered out

sin(ωt) — carrier F (s) — Loop filter transfer function
⊗ — multiplier VCO — voltage-controlled oscillator
−90o — phase shift g(t) — control signal
E. Kaplan and C. Hegarty, 2017. Understanding GPS/GNSS: Principles and Applications
M. Lobachev, N. Kuznetsov, M. Yuldashev, R. Yuldashev Global analysis of third-order Costas loop 3/9
Mathematical model of modified BPSK Costas loop
Consider the second-order Loop filter having the following transfer function:
(1 + sτ2 )(1 + sτ4 )
F (s) = , τ1,2,3,4 > 0.
τ1 s(1 + sτ3 )

Using averaging methods, an autonomous 3-dimensional model of modified BPSK Costas

loop can be obtained:


 ẋ1 = 18 sin(2θe ),

ẋ2 = − τ13 x2 + 18 (τ2 −τ3τ)(τ3 −τ4 )
sin(2θe ), I (x1 (t), x2 (t)) ∈ R2 —
2
  3  Loop filter state
 θ̇e = ω free − Kvco x1 + x2 + 1 τ2 τ4 sin(2θe ) .

e τ1 8 τ3 I θe (t) ∈ R — phase error
I ωefree ≡ ωref − ωvco
free
— parameter I Kvco > 0 — VCO gain
(constant)
The goals are
I to estimate the pull-in range1 |ωefree | ∈ [0, ωp ) (synchronization for any initial state)
I to estimate the lock-in range2 |ωefree | ∈ [0, ωl ) (fast synchronization)
1 A. Viterbi, 1966. Principles of coherent communication,

V. Shahgildyan, A. Lyahovkin, 1966. Fazovaya avtopodstrojka chastoty (in Russian)

2 F. Gardner, 2005. Phaselock techniques; R. Best, 2007. Phase-locked loops

M. Lobachev, N. Kuznetsov, M. Yuldashev, R. Yuldashev Global analysis of third-order Costas loop 4/9
Main result

 ẋ1 = 18 sin(2θe ),

(τ2 −τ3 )(τ3 −τ4 )
ẋ2 =− τ1 x2 + 81 2 sin(2θe ),
3 τ3
  
τ τ
θ̇e =ωefree − Kτvco

x1 +x2 + 81 2τ 4 sin(2θe ) .
1 3

Using the Lyapunov function

free 2 (τ τ +τ (τ +τ −τ ))
τ3 θ
Re
V (x1 ,x2 ,θe )= Kvco (x − τ1 ωe )2 + Kvco 2 4 3 2 4 3
x2
4τ 1
1 K vco 4τ 1 (τ2 −τ3 )2 (τ3 −τ4 )2 2+ sin(2σ) dσ,
0

the following theorem is obtained:

Theorem (Doklady Mathematics, 2019). If

τ2 + τ4 − τ3 > 0, (1)

then any solution of modified BPSK Costas loop model tends to an equilibrium and the
lock-in frequency estimate r
1 Kvco
ωl ≥ ωlest = (2)
4 2τ1
is valid.

D. Abramovitch, 1988. Analysis and design of a third order phase-lock loop. In 21st Century
Military Communications — What’s Possible?
M. Lobachev, N. Kuznetsov, M. Yuldashev, R. Yuldashev Global analysis of third-order Costas loop 5/9
Computer simulation. Second-order system
Loop filter transfer function: ( 1
ẋ = 8τ1 sin(2θe ),
1 + sτ2  
F (s) = θ̇e = ωefree − Kvco x+ τ2
sin(2θe ) .
τ1 s 8τ1

The pull-in range is infinite:

40 Engineering approximation (Gardner)
[0, ωp ) = [0, +∞). Our estimate

30
Estimate obtained by the
theorem:
r 20

est 1 Kvco
ωl = (3)
4 2τ1 10

Gardner’s approximation1 : 0
10-1 100 101 102 103 104
Kvco τ2
ωl ≈ (4)
8τ1
The lock-in range estimates

1 F. Gardner, 2005. Phaselock techniques

M. Lobachev, N. Kuznetsov, M. Yuldashev, R. Yuldashev Global analysis of third-order Costas loop 6/9
Computer simulation.Third-order system
Loop filter transfer function:


 ẋ1 = 18 sin(2θe ),
ẋ2 = − τ13 x2 + 81 (τ2 −τ3τ)(τ 3 −τ4 )

(1 + sτ2 )(1 + sτ4 ) 2 sin(2θe ),
F (s) = 3
τ1 s(1 + sτ3 )   
 θ̇e = ω free − Kvco x1 + x2 + 1 τ2 τ4 sin(2θe ) .

e τ1 8 τ3
1

0.8

0.6

0.4

0.2

-0.2

0 1 2 3 4 5 6 7 8 9 10

Simulink model
Fast synchronization. sup |θe (0) − θe (t)| < π
t>0

N. Kuznetsov et al. Hidden attractors in dynamical models of phase-locked loop circuits:

limitations of simulation in MATLAB and SPICE. Communications in Nonlinear Science and
Numerical Simulation, 2017
M. Lobachev, N. Kuznetsov, M. Yuldashev, R. Yuldashev Global analysis of third-order Costas loop 7/9
Cooperation

Roland E. Best Boris I. Shahtarin

I Roland E. Best — the founder of the Best Engineering Company; the author of
the bestseller on PLL-based circuits1
I Boris I. Shahtarin — professor of Bauman MSTU; State Prize of USSR (1986)

1 R. Best, 2007. Phase-locked loops

M. Lobachev, N. Kuznetsov, M. Yuldashev, R. Yuldashev Global analysis of third-order Costas loop 8/9
Publications
I N.V. Kuznetsov, M.Y. Lobachev, M.V. Yuldashev, R.V. Yuldashev. On the Gardner problem
for the phase-locked loops, Doklady Mathematics, 100(3), 568–570, 2019.

I N.V. Kuznetsov, M.Y. Lobachev, M.V. Yuldashev, R.V. Yuldashev, E.V. Kudryashova, O.A.
Kuznetsova, E.N. Rosenwasser, S.M. Abramovich. The birth of the global stability theory
and the theory of hidden oscillations. European Control Conference, 2020 (accepted).

I N.V. Kuznetsov, M.Y. Lobachev, M.V. Yuldashev, R.V. Yuldashev. Pull-in range and
oscillations in third-order PLL: harmonic balance and direct Lyapunov methods. IFAC World
Congress, 2020 (accepted).

I E.V. Kudryashova, N.V. Kuznetsov, O.A. Kuznetsova, M.Y. Lobachev, T.N. Mokaev, M.V.
Yuldashev, R.V. Yuldashev. Method for determining the operating parameters of classical
phase-locked loops and device for its implementation. Patent application
2018145597/08(076241), 2018 (accepted).

M. Lobachev, N. Kuznetsov, M. Yuldashev, R. Yuldashev Global analysis of third-order Costas loop 9/9
Definitions of hold-in, pull-in and lock-in ranges



 ẋ1 = 18 sin(2θe ),
ẋ2 = − τ13 x2 + 18 (τ2 −τ3τ)(τ 3 −τ4 )

2 sin(2θe ),
 3 

 θ̇e = ω free − vco x1 + x2 + 1 τ2 τ4 sin(2θe ) .
 K
e τ1 8 τ3

Definitions
The largest interval |ωefree | ∈ [0, ωp ) ⊂ [0, ωh ) such that the model is globally stable is
called a pull-in range.
The largest interval |ωefree | ∈ [0, ωl ) ⊂ [0, ωp ) such that the corresponding acquisition
process in the loop, being in a locked state, after an abrupt change of ωefree within the
interval leads to a new locked state without cycle slipping is called a lock-in range.

M. Lobachev, N. Kuznetsov, M. Yuldashev, R. Yuldashev Global analysis of third-order Costas loop 9/9
Modified Costas Loop
3
In many applications a modification of BPSK Costas loop is used.
g1(t)
LPF1
φ1(t)=m(t)f1(θ1(t))f2(θ2(t))

m(t)f1(θ1(t)) f2(θ2(t)) g(t) φ(t)≈φ(θΔ(t))

input VCO Loop filter
o
90
φ2(t)=m(t)f1(θ1(t))f2(θ2(t)+π/2)

LPF2
g2(t)

Low-pass filters LPF1 and LPF2 should not affect the operation of modified BPSK
Costas loop, therefore they can be applied separately from the loop 4
3 Kaplan, E. and Hegarty, C. (2017). Understanding GPS: Principles and Applications. Artech

House
4 G.A. Leonov, N.V. Kuznetsov, M.V. Yuldashev, R.V. Yuldashev. Signal Processing 2014.

Nonlinear dynamical model of Costas loop and an approach to the analysis of its stability in the
large
M. Lobachev, N. Kuznetsov, M. Yuldashev, R. Yuldashev Global analysis of third-order Costas loop 9/9