 Usage:  {b,ctrl}=calibrLS(T,Sig,H,F,Q,R,e,N,eps,itmax,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 
                         
  e                      numeric; efficiency loss to attain 
                         
  N                      integer; MC-sample size / integration grid-points 
                         
  eps                    numeric; exactitude 
                         
  itmax                  integer; maximal number of Iterations 
                         
  aus                    integer; 0: no output during execution, 1: some output, 2: more output, 3: a lot of output 
                         
 Output:

  b                      T vector of clipping heights 
                         
  ctrl                   T integer: tells if everything went well in step 1.. T (1 - 0 else) 
                         
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(C) MD*TECH Method and Data Technologies, 17.8.2000
