In this article, we propose a circular change-point detector for on-line processing of the phase and the frequency of a GPS-L1 signal. The aims of this processing are to get an accurate estimation of the phase and to use it to get centimeter precise position estimates every millisecond. We propose to track the phase of the GPS signal in an open loop and the frequency in a semi-open loop. In an open loop, the phase delay evolves as a circular random variable. Furthermore, the phase is subject to cycle slips. These abrupt changes must be detected and repaired. We propose a circular generalized likelihood test for the on-line detection of changes in the phase measurements. With the estimation and detection being non-linear, we propose a particle filter defined according to the circular von Mises distribution for the estimation of the phase and frequency. The proposed architecture is assessed using synthetic and real data.