*-- Author : S.Burke / J.V. Morris
      SUBROUTINE FKWVEC(SPRO,WT,CFIL,HGW,SFIL)
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*                                                                    *                                        
* Calculate a filtered state vector - a weighted measurement         *                                        
* multiplied by the total covariance, and added to the weighted      *                                        
* projected vector.                                                  *                                        
*                                                                    *                                        
* Output is SFIL = CFIL.HGW + WT.SPRO                                *                                        
*                                                                    *                                        
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*