@article{approximateuncertaintypropagationfor,
  title = {The Past Does Matter: Correlation of Subsequent States in Trajectory Predictions of Gaussian Process Models},
  author = {Steffen Ridderbusch and Sina Ober-Blöbaum and Paul Goulart},
  year = {2022},
  eprint = {2211.11103},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2211.11103v2},
}