*-- Author : S.Burke / J.V. Morris
      SUBROUTINE FKWVEC(SPRO,WT,CFIL,HGW,SFIL)
**********************************************************************                                        
*                                                                    *                                        
* 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                                *                                        
*                                                                    *                                        
**********************************************************************                                        
                                                                        
      IMPLICIT DOUBLE PRECISION (A-H,O-Z)                               
      DIMENSION SPRO(5),WT(2,5),CFIL(5,5),HGW(2),SFIL(5)                
                                                                        
**********************************************************************                                        
                                                                        
      SFIL(1) = WT(1,1)*SPRO(1)  + WT(2,1)*SPRO(2)                      
     &        + CFIL(1,1)*HGW(1) + CFIL(2,1)*HGW(2)                     
                                                                        
      SFIL(2) = WT(1,2)*SPRO(1)  + WT(2,2)*SPRO(2)                      
     &        + CFIL(2,1)*HGW(1) + CFIL(2,2)*HGW(2)                     
                                                                        
      SFIL(3) = WT(1,3)*SPRO(1)  + WT(2,3)*SPRO(2)  + SPRO(3)           
     &        + CFIL(3,1)*HGW(1) + CFIL(3,2)*HGW(2)                     
                                                                        
      SFIL(4) = WT(1,4)*SPRO(1)  + WT(2,4)*SPRO(2)  + SPRO(4)           
     &        + CFIL(4,1)*HGW(1) + CFIL(4,2)*HGW(2)                     
                                                                        
      SFIL(5) = WT(1,5)*SPRO(1)  + WT(2,5)*SPRO(2)  + SPRO(5)           
     &        + CFIL(5,1)*HGW(1) + CFIL(5,2)*HGW(2)                     
                                                                        
      RETURN                                                            
      END                                                               
*