Patent ID: 7200631

Claim:
A method for determining an inverse square root of a covariance matrix, K, to convert a non-white input vector to a white vector said method comprising the steps of: establishing an initial matrix, Q 0 , in a memory by multiplying a scalar multiple, a, by an identity matrix, wherein said scalar multiple, a, is within a certain range; and computing a next value of the matrix, Q n+1 , until a convergence threshold is satisfied where: Q n + 1 = 3 2 ⁢ Q n - 1 2 ⁢ K · Q n 3 , wherein K is a covariance matrix, and Q n is a value of said matrix, Q, after n iterations; and converting the non-white input vector to a white vector using said matrix, Q n , once said convergence threshold is satisfied.