Comments on "Efficient time propagation of U-D covariance factors

In a recent paper Bierman presented an efficient time propagation technique of the
U - D
covariance factors for the form
\phiP\phi^{T}
, when the transition matrix
\Phi
has a block triangular structure. This note contributes some useful remarks related to the paper, and also presents an efficient implementation of a similar technique for the form
\Phi P \Phi^{T}+ Q
.