The J-Link debug probe is a closed-source, commercial hardware probe which supports almost all ARM Cortex-M devices. You need to install the J-Link drivers for this probe to work:
It might then prompt you to update the JLink which is recommended, and then to specify which device it is communicating with. Check the docs of your autopilot for the specific device.
Once that's done, the GDB server should be start listening on port 2331, e.g. like so:
The Segger JLink EDU Mini is an inexpensive and popular SWD debug probe. The probe's connector pinout looks like the image below (connect to this using an ARM 10-pin mini connector like FTSH-105-01-F-DV-K).
connector_jlink_mini.png
The pin mapping to connect the J-Link Edu Mini to Pixhawk Debug Mini is shown below.
Pin
Signal
JLink
1
VREF
1
2
Console TX
3
Console RX
4
SWDIO
2
5
SWDCLK
4
6
GND
3, 5
Note that none of the JLink debug probes have a built in serial connection, so you need to connect the console separately.