COVARIANCE MATRICES FOR TRACK FITTING WITH THE KALMAN FILTER

We present a simple and intuitive derivation of the track parameter co variance matrix due to multiple Coulomb scattering for use in track fi tting with the Kalman filter. We derive all the covariance matrix elem ents for two experimentally relevant track parameterizations (i.e. x a nd y slopes and intercepts, and direction cosines and intercepts) in t he presence of thin scatterers and absence of magnetic fields. We furt her comment on how to account for thick and/or continuous scattering c enters.