*-- Author : S.Burke / J.V. Morris
      SUBROUTINE FKCOVR(CPRO,H,GMES,CFIL,WT,IERR)
*-----------------------------------------Updates 24/01/92-------                                             
**: FKCOVR 30205.SB. Overflow error trapped.                                                                  
*-----------------------------------------Updates----------------                                             
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*                                                                    *                                        
* Calculate filtered covariance for a `radial' (i.e. two             *                                        
* measurements)                                                      *                                        
*                                                                    *                                        
* ERROR CONDITIONS;                                                  *                                        
*       IERR =   0 ; normal termination                              *                                        
*   ->  IERR = 111 ; filtered covariance not positive definite       *                                        
*   ->  IERR = 113 ; determinant .GT. 10**20                         *                                        
*                                                                    *                                        
*   ->  Fatal error                                                  *                                        
*                                                                    *                                        
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*KEEP,FKECODE.                                                                                                
*KEND.                                                                                                        
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* First rotate the measurement covariance ...                                                                 
* ... then calculate the top two rows of G.CPRO + 1 ...                                                       
         CALL FKERR(IUTIL,IROUT,IFATAL,IOVCV,IERR)
* ... and invert (only the top two rows are non-trivial) ...                                                  
         CALL FKERR(IUTIL,IROUT,IFATAL,IOCV,IERR)
* ... and finally, premultiply by CPRO                                                                        
*