A Schur Complement Method for Optimum Experimental Design in the Presence of Process Noise 1 1Support by the EU via ERC-HIGHWIND (259 166), ITN-TEMPO (607 957), and ITN-AWESCO (642 682), by DFG in context of the Research Unit FOR 2401 and by Ministerium fuer Wis-senschaft, Forschung und Kunst Baden-Wuerttemberg (Az: 22-7533.-30-20/9/3) is gratefully acknowledged.

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