 Usage:  {A,b,ctrl}=calibrIC(T,Sig,H,F,Q,R,typ,A0,b0,e,N,eps,itmax,expl,fact0,aus)  
 
 Input:

  T                      number of observations/states to be filtered by rIC 
                         
  Sig                    n x n covariance matrix of the initial state 
                         
  H                      m x n matrix 
                         
  F                      n x n matrix 
                         
  Q                      m x m variance-covariance matrix 
                         
  R                      n x n variance-covariance matrix 
                         
  typ                    integer: either 0 for simultaneous clipping, 
                         1 - for AO-separate-clipping, 
                         2 - for IO-separate-clipping ( !!! not too good - better: mIC to be done later) 
                         
  e                      numeric; efficiency loss to attain 
                         
  A0                     p x p; starting value for A; if 0 is entered I^{-1} is taken 
                         else if p>1 and dim(A0)==1 FI^{-1}*A0 is taken 
                         and if p==1 and A0<0 , -A0/FI is taken 
                         
  b0                     numeric; starting value for clipping height; if a nonpositive value is entered 
                         it is set to 1.6 sdv(component to be clipped) 
                         
  N                      integer; MC-sample size / integration grid-points 
                         
  eps                    numeric; exactitude 
                         
  itmax                  integer; maximal number of Iterations 
                         
  expl                   numeric (1.5<.<5) ; threshold for the changes in abs. value of A: 
                         beyond this value convergence is uncertain ~ 2 
                         
  fact0                  numeric (1.1< .<1.5 )!; factor determining how fast we descend from b to b ~1.2 
                         
  aus                    integer; 0: no output during execution, 1: some output, 2: more output, 3: a lot of output 
                         
 Output:

  A                      T x n x n "vector" of A's 
                         
  b                      T vector of clipping heights 
                         
  ctrl                   T integer: tells if everything went well in step 1.. T (1 --- 0 else) 
                         
--------------------------------------------------------------
(C) MD*TECH Method and Data Technologies, 17.8.2000
