The global covariance matrix of tracks fitted with a Kalman filter and   an application in detector alignment
  We present an expression for the covariance matrix for the set of state vectors describing a track fitted with a Kalman filter. We demonstrate that this expression facilitates the use of a Kalman filter track model in a minimum $\chi^2$ algorithm for the alignment of tracking detectors. We also show that it allows to incorporate vertex constraints in such a procedure without refitting the tracks. 
Wouter Hulsbergen