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The Killing tensor equation is a first order differential equation on symmetric covariant tensors that generalises to higher rank the usual Killing vector equation on Riemannian manifolds. We view this more generally as an equation on any manifold equipped with an affine connection, and in this setting derive its prolongation to a linear connection. This connection has the property that parallel sections are in 1-1 correspondence with solutions of the Killing equation. Moreover this connection is projectively invariant and is derived entirely using the projectively invariant tractor calculus which reveals also further invariant structures linked to the prolongation.

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