The GPS signals propagate in straight lines but will bounce on solid objects like building, bridges. The narrow city canyons obscure the direct line of sight for GPS units and movment will cause signal loss and reaquisition with that movement. Your GPS unit typicallly needs at least 3 signals to locate itself and 4 for altitude... If your losing line of sight constantly causes the reciever to introduce erors in the postion data and that's what your experiencing. Newer units are more sensitive. Also localizing your reciever sometimes enables it to more accurately predict sat positions and get a link.
In the city canyons lot of the GPS sats are simply not high overhead but nearer the horizon and therfore not in view for your machine. Turn a corner and the setup changes... A real troble are for most machines..