 Usage:  {b,ctrl}=rlsbnorm1(e,Sigt,H,Q,N,eps,itmax)  

 

 Input:



  e                      numeric; efficiency loss to attain; 

                         

  Sigt                   n x n covariance matrix of the initial state 

                         

  H                      m x n matrix 

                         

  Q                      m x m variance-covariance matrix 

                         

  N                      integer; number of grid points for integration 

                         

  eps                    numeric; exactitude 

                         

  itmax                  integer; maximal number of iterations 

                         

 Output:



  b                      numeric clipping height achieving e as rel. effiency loss 

                         

  ctrl                   integer; 1 if error occurs 0 else 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

