Investigation of Phase-Locked Loop Statistics via Numerical Implementation of the Fokker–Planck Equation

The goal of this paper is to explore the effect of various parameters on the information geometric structure of the phase-locked loop (PLL) statistics, both transient and stationary. Comprehensive treatment on the behavior of PLL statistics will be given. The behavior of the phase-error statistics of the first-order PLL, in the presence of additive white Gaussian noise (WGN) is investigated through solving the differential equations known as the Fokker–Planck (FP) equation using the implicit Crank–Nicolson finite-difference method. The PLL is one of the most commonly used circuits in electrical engineering. A full knowledge of probability density functions (PDFs) of the phase-error statistics becomes essential in understanding the PLLs. Several illustrative examples are presented to provide profound insights on understanding the PLL statistics both qualitatively and quantitatively. Results covered include the transient and stationary statistics for the nonmodulo-2π probability density function, modulo-2π probability density function, and cycle slipping density function, of the phase error. Various numerical settings of PLL parameters are involved, including the detuning factor and signal-to-noise ratio (SNR). The results presented in this paper elucidate the link between various parameters and the information geometry of the phase-error statistics and form a basis for future investigation on PLL designs.