2.37 ( ) Using an analogous procedure to that used to obtain (2.126), derive an expression for the sequential estimation of the covariance of a multivariate Gaussian distribution, by starting with the maximum likelihood expression (2.122). Verify that substituting the expression for a Gaussian distribution into the Robbins-Monro sequential estimation formula (2.135) gives a result of the same form, and hence obtain an expression for the corresponding coefficients aN.