The Kalman filter technique has come into wide use for charged track r
econstruction in high-energy physics experiments. It is also well suit
ed for detector design studies, allowing for the efficient estimation
of optimal track covariance matrices without the need of a hit level M
onte Carlo simulation. Although much has been published about the Kalm
an filter equations, there is a lack of previous literature explaining
how to implement the equations; In this paper, the operators necessar
y to implement the Kalman filter equations for two common detector con
figurations are worked out: a central detector in a uniform solenoidal
magnetic field, and a fixed-target detector with no magnetic field in
the region of the interactions. With the track covariance matrices in
hand, vertex and invariant mass errors are readily calculable. These
quantities are particularly interesting for evaluating experiments des
igned to study weakly decaying particles which give rise to displaced
vertices. The optimal vertex errors are obtained via a constrained ver
tex fit. Solutions are presented to the constrained vertex problem wit
h and without kinematic constraints. Invariant mass errors are obtaine
d via propagation of errors; the use of vertex constrained track param
eters is discussed. Many of the derivations are new or previously unpu
blished.