THE GLOBAL POSITIONING SYSTEM AND THE IMPLICIT

FUNCTION THEOREM

GAIL NORD

, DAVID JABON

, AND JOHN NORD

SIAM REV. c 1998 Society for Industrial and Applied Mathematics

Vol. 40, No. 3, pp. 692696, September 1998 013
Abstract. This paper provides an example of the implicit function theorem to the accuracy of
global positioning system (GPS) navigation. The implicit function theorem allows one to approximate
the timing accuracy required by the GPS navigation system to locate a user within a certain degree
of precision.
Key words. implicit function theorem, global positioning system, timing, accuracy
AMS subject classications. 86-01, 26B10, 86A30
PII. S0036144597327347
1. Introduction. The global positioning system (GPS) is a constellation of
twenty-four satellites that orbit the earth and transmit signals which allow one to
calculate ones position on the earth to a surprising degree of accuracy. Originally
designed by the U.S. military, it is now used extensively in navigation and surveying,
with new applications being discovered each year. Accurate timekeeping is essential
for the system to work. Below we explain how the GPS works and show how the
implicit function theorem can be used to answer a key question in the design of the
system: approximately how accurate must time be kept in order to achieve a speci-
ed accuracy of location? This note provides an application of the implicit function
theorem whereas applications are typically absent in most textbooks.
2. How GPS works. The idea of the GPS system is that the user is located at
the intersection of the following four spheres:
(x x
1
)
2
+ (y y
1
)
2
+ (z z
1
)
2
= r
2
1
,
(x x
2
)
2
+ (y y
2
)
2
+ (z z
2
)
2
= r
2
2
,
(x x
3
)
2
+ (y y
3
)
2
+ (z z
3
)
2
= r
2
3
,
(x x
4
)
2
+ (y y
4
)
2
+ (z z
4
)
2
= r
2
4
,
(1)
where (x
i
, y
i
, z
i
) are the coordinates of satellite S
i
, (x, y, z) are the coordinates of the
user, and r
i
is the true distance from S
i
to the user. (r
i
is called the slant range.)
Now r
i
= c(t
i
t
i, prop
), where c is the speed of light in a vacuum, t
i
is
the transit time of the signal, and t
i, prop
is the propagation delay caused by the
atmosphere. t
i
is not what a GPS receiver gets; t
i
is an approximated quantity
because all of the timekeeping devices are running independently. The cesium or
rubidium atomic clocks aboard the satellites drift due to aging, frequency changes
due to radiation, temperature changes, power supply variations, as well as periodic

Received by the editors, May 16, 1997; accepted for publication (in revised form) August 6, 1997.
http://www.siam.org/journals/sirev/40-3/32734.html

Department of Mathematics, Gonzaga University, 502 E. Boone Avenue, Spokane, WA 99258

(nord@gonzaga.edu).

Department of Mathematics MS-32, Eastern Washington University, Cheney, WA 99004. Current

Address: Department of Mathematics, DePaul University, 2320 N. Kenmore, Chicago, IL 60614
(djabon@wppost.depaul.edu).

Saint Georges School, 2929 W. Waikiki Road, Spokane, WA 99208.

692
CLASSROOM NOTES 693
relativistic eects [9], [12]. The quartz clocks in GPS receivers are far less accurate
altogether. The GPS receiver approximates t
i
as
t
i
= t
i, pseudo
+ t
i, drift
+ t
rec.clock
,
where t
i, pseudo
is the dierence between the received satellite broadcast time and
the receivers current time, t
i, drift
is the amount of time that the atomic clock diers
from GPS standard time, and t
rec.clock
is the amount of time that the receiver clock
diers from GPS standard time. Note that t
rec.clock
is independent of i.
Thus r
i
= c(t
i, pseudo
+t
i, drift
t
i, prop
+t
rec.clock
). The receiver processes
this information in the following manner: t
i, pseudo
is obtained by subtracting the
receivers clock time when the signal was received from the satellites clock time when
the signal was sent; t
i, drift
is approximated via information in the transmission [2],
as is t
i, prop
. This leaves t
rec.clock
as the only unknown quantity in the expression
for r
i
. So system (1) can be rewritten as four equations in four unknowns, as follows:
(x x
1
)
2
+ (y y
1
)
2
+ (z z
1
)
2
= c
2
(t
1, pseudo
+ t
1, drift
t
1, prop
+ t
rec.clock
)
2
,
(x x
2
)
2
+ (y y
2
)
2
+ (z z
2
)
2
= c
2
(t
2, pseudo
+ t
2, drift
t
2, prop
+ t
rec.clock
)
2
,
(x x
3
)
2
+ (y y
3
)
2
+ (z z
3
)
2
= c
2
(t
3, pseudo
+ t
3, drift
t
3, prop
+ t
rec.clock
)
2
,
(x x
4
)
2
+ (y y
4
)
2
+ (z z
4
)
2
= c
2
(t
4, pseudo
+ t
4, drift
t
4, prop
+ t
rec.clock
)
2
,
(2)
where the unknowns are x, y, z, and t
rec.clock
. We have reduced the calculation to
four equations in four unknowns. This explains why four satellites determine ones
position on the earth. The receiver solves the system typically using nonlinear least
squares [2].
3. Example. We can write the system (2) as
f
1
= (x x
1
)
2
+ (y y
1
)
2
+ (z z
1
)
2
c
2
(t
1
+ b)
2
= 0,
f
2
= (x x
2
)
2
+ (y y
2
)
2
+ (z z
2
)
2
c
2
(t
2
+ b)
2
= 0,
f
3
= (x x
3
)
2
+ (y y
3
)
2
+ (z z
3
)
2
c
2
(t
3
+ b)
2
= 0,
f
4
= (x x
4
)
2
+ (y y
4
)
2
+ (z z
4
)
2
c
2
(t
4
+ b)
2
= 0,
where t
i
is the sum t
i, pseudo
+ t
i, drift
t
i, prop
and b is t
rec.clock
, the receiver
clock bias, making our four unknowns x, y, z, and b.
The constants x
i
, y
i
, z
i
, and t
i
need to carry at least ten digits primarily to assure
numerical accuracy. Typical values for the constants are
x
1
= 1.876371950559744 10
6
m,
y
1
= 1.064143413406656 10
7
m,
z
1
= 2.42697646566144 10
7
m,
t
1
= .07234683200 sec,
x
2
= 1.097666464137408 10
7
m,
y
2
= 1.308147952230029 10
7
m,
z
2
= 2.035116937827073 10
7
m,
t
2
= .06730845726 sec,
x
3
= 2.458513954435968 10
7
m,
y
3
= 4.335023426659201 10
6
m,
z
3
= 9.08630032021747 10
6
m,
694 CLASSROOM NOTES
t
3
= .06738499643 sec,
x
4
= 3.854136195752833 10
6
m,
y
4
= 7.248575943442946 10
6
m,
z
4
= 2.526630462778753 10
7
m,
t
4
= .07651971839 sec,
c = 299792458.0 m/sec.
Now if the t
i
s are perturbed, by how much do x, y, and z change? And conversely
if we need x, y, and z to be within a specied degree of accuracy, how much error
can t
i
withstand? The implicit function theorem is precisely designed to answer these
questions. In this example it states

x
t
1
x
t
2
x
t
3
x
t
4
y
t
1
y
t
2
y
t
3
y
t
4
z
t
1
z
t
2
z
t
3
z
t
4
b
t
1
b
t
2
b
t
3
b
t
4

f
1
x
f
1
y
f
1
z
f
1
b
f
2
x
f
2
y
f
2
z
f
2
b
f
3
x
f
3
y
f
3
z
f
3
b
f
4
x
f
4
y
f
4
z
f
4
b

f
1
t
1
f
1
t
2
f
1
t
3
f
1
t
4
f
2
t
1
f
2
t
2
f
2
t
3
f
2
t
4
f
3
t
1
f
3
t
2
f
3
t
3
f
3
t
4
f
4
t
1
f
4
t
2
f
4
t
3
f
4
t
4

.
It follows,

x
t
1
x
t
2
x
t
3
x
t
4
y
t
1
y
t
2
y
t
3
y
t
4
z
t
1
z
t
2
z
t
3
z
t
4
b
t
1
b
t
2
b
t
3
b
t
4

2(x x
1
) 2(y y
1
) 2(z z
1
) 2c
2
(t
1
+ b)
2(x x
2
) 2(y y
2
) 2(z z
2
) 2c
2
(t
2
+ b)
2(x x
3
) 2(y y
3
) 2(z z
3
) 2c
2
(t
3
+ b)
2(x x
4
) 2(y y
4
) 2(z z
4
) 2c
2
(t
4
+ b)

1
CLASSROOM NOTES 695

2c
2
(t
1
+ b) 0 0 0
0 2c
2
(t
2
+ b) 0 0
0 0 2c
2
(t
3
+ b) 0
0 0 0 2c
2
(t
4
+ b)

1.27 10
9
1.20 10
9
2.22 10
8
3.00 10
8
2.51 10
8
1.23 10
8
1.90 10
7
3.54 10
8
1.73 10
9
1.90 10
9
8.06 10
8
6.38 10
8
5.48 5.49 2.41 1.39

.
If the times t
i
are perturbed, x will change by approximately
x
x
t
1
t
1
+
x
t
2
t
2
+
x
t
3
t
3
+
x
t
4
t
4
.
Say |t
i
| < M for all i. Then
|x|

x
t
1

x
t
2

x
t
3

x
t
4

M.
In the example |x| (3 10
9
)M.
In our example, if the time intervals are o by M units, the x coordinates will
vary by at most (310
9
)M. So if the t
i
s are correct to within a nanosecond (10
9
sec.)
(which is typical for current clocks in use), then the x coordinate will be calculated to
within 3 meters. Similar estimates hold for y and z. It is known that the Department
of Defense purposefully introduces noise in the timing to degrade the accuracy of
civilian receivers [12]. In order to degrade the accuracy to 100 m in the x coordinate,
the implicit function theorem calculation implies that the signal should be perturbed
by approximately 310
8
seconds. Perturbing the t
i
s by more than 310
8
would lead
to errors in location greater than 100 m in the x coordinate. If one were interested
in a scientic application of GPS requiring 1 cm accuracy in positioning, the implicit
function theorem estimate implies that timekeeping would need to be accurate to
within 3 10
11
seconds. The above estimates illustrate the need to carry at least ten
digits in a realistic example.
4. Conclusion. Precise positioning is what makes GPS an $8 billion per year
technology, and precise timing makes precise positioning possible. If we have industrial
or scientic positioning specications, the implicit function theorem estimates the
minimal required timing accuracy.
REFERENCES
[1] W. FULKS, Advanced Calculus: An Introduction to Analysis, John Wiley and Sons, Inc., New
York, 1978.
[2] B. HOFMANN-WELLENHOF, H. LICHTENEGGER, AND J. COLLINS, Global Positioning System:
Theory and Practice, 2nd ed., Springer-Verlag, Vienna, 1993.
[3] J. E. MARSDEN, Elementary Classical Analysis, W.H. Freeman and Company, San Francisco,
CA, 1974.
[4] J. M. H. OLMSTED, Advanced Calculus, Appleton-Century-Crofts, Inc., New York, 1961.
[5] P. V. ONEIL, Advanced Calculus: Pure and Applied, Macmillan Publishing Co., New York,
1975.
696 CLASSROOM NOTES
[6] Y. NIEVERGELT, Applications of the proof of the implicit function theorem, UMAP Journal,
16 (1995), pp. 315327.
[7] Y. NIEVERGELT, Quadratic formulas up to the NCTM curriculum standards, The Mathematics
Teacher, 85 (1992), pp. 461465.
[8] STAFF OF RESEARCH AND EDUCATION ASSOCIATION, The Advanced Calculus Problem Solver,
Research and Education Association, New York, 1987.
[9] A. J. VAN DIERENDONCK, S. S. RUSSELL, E. R. KOPITZKE, AND M. BIRNBAUM, The GPS
navigation message, in Global Positioning System: Papers Published in Navigation, The
Institute of Navigation, Washington, 1980, pp. 5573.
[10] S. WOLFRAM, Mathematica, AddisonWesley, Redwood City, CA, 1991.
[11] NATIONAL INSTITUTE OF STANDARDS AND TECHNOLOGY (NIST), A Walk Through Time,
NIST Physics Laboratory Presentation, Washington, D.C., 1997, http://physics.nist.
gov/GenInt/Time/atomic.html
[12] J. R. VIG, Introduction to Quartz Frequency Standards, SLCET-TR-92-1, US Army
Communications-Electronics Command, Research, Development, and Engineering Center,
Fort Monmouth, NJ, 1992, http://bul.eecs.umich.edu/uc/quartz/vig/vigaging.htm