where $\mu_t$ is the trend component, $\gamma_t$ is the seasonal component and $c_t$ is the cycle component. The seasonal component with period $s$ can be defined in a dummy variable form
For computing the marginally standardized residuals, multivariate versions of $F_t$ and $v_t$ are needed, whereas the Cholesky standardized residuals can be computed directly from the sequential Kalman filter as
$$
v_{i,t} F_{i_t}^{-\frac{1}{2}}, \quad j=1,\ldots,p,\quad t=d+1\ldots,n.
$$