Ubuntu uses quite an old version of GDB. When I need to use an updated version of GDB, here is what I do:
Obtain the newer version of GDB by downloading its .tar.gz
from here. Unzip it.
Configure and build it:
$ ./configure
$ make
gdb/gdb
in your current directory. You can copy it or invoke it directly to use it.Tried with: GDB 8.1 and Ubuntu 16.04