*-- Author : S.Burke
      SUBROUTINE FKCVXY(CPRO,GMES,CFIL,WT,IERR)
**********************************************************************                                        
*                                                                    *                                        
* Calculate filtered covariance for an x/y measurement               *                                        
*                                                                    *                                        
* ERROR CONDITIONS;                                                  *                                        
*       IERR =   0 ; normal termination                              *                                        
*   ->  IERR = 111 ; filtered covariance not positive definite       *                                        
*                                                                    *                                        
*   ->  Fatal error                                                  *                                        
*                                                                    *                                        
**********************************************************************                                        
*KEEP,FKECODE.                                                                                                
*KEND.                                                                                                        
**********************************************************************                                        
* Calculate the top two rows of G.CPRO + 1 ...                                                                
* ... and invert (only the top two rows are non-trivial) ...                                                  
         CALL FKERR(IUTIL,IROUT,IFATAL,IOCV,IERR)
* ... and finally, premultiply by CPRO                                                                        
*