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DNA tests have confirmed that remains found last year are those of two of the last Tsar's children, executed by a firing squad in 1918.
The announcement by the Russian authorities puts an end to decades of speculation about the possible escape of one or more of Nicholas II's children, and should close the final chapter of the Romanov dynasty, which ruled Russia from 1613 until the February Revolution of 1917.
Eduard Rossel, the Governor of Sverdlovsk region where the royal family was killed, said bone fragments found in the region had been examined by a United States-based laboratory, and the results gave "full confirmation" that the remains came from Prince Alexei and the Grand Duchess Maria.
"Now we have the whole family." Rossel said the main tests were conducted in a US genetic science laboratory, its results confirming earlier anthropological and dental checks.
The Tsar and his family were held under house arrest after the Bolshevik Revolution and were executed on July 17, 1918, as the Russian Civil War raged and the Bolshevik forces feared that a living tsar gave the counter-revolutionary Whites a rallying point. The bodies were doused in acid and buried in a pit.
The family was demonised and then forgotten during the Soviet period but interest rekindled after the Soviet Union fell. In 1991, excavations uncovered the bodies of Nicholas II, the last tsar, his wife Alexandra, and three of their four daughters.
DNA from four of the female bodies matched samples provided by the Duke of Edinburgh, a great-great nephew of Tsarina Alexandra.
They were buried in a ceremony at the Peter and Paul Fortress in St Petersburg in 1998, 80 years after their execution.
At that time, the bodies of Alexei, the Tsar's haemophiliac son and the heir to the Russian throne, and his sister Maria were not found, leading to further theories about one or more of the Tsar's children managing to escape.
Several women came forward in the 20th century claiming to be the Tsar's daughter, Grand Duchess Anastasia Nikolaevna, who has now been confirmed among the dead family members.
But now all the bodies have been found, it seems the only debate left is over the historical legacy of the tsarist regime. Many historians have claimed Nicholas's ineffective leadership and the bizarre personality of his wife contributed to the downfall of his dynasty.
The Empress Alexandra was born in Germany and was a granddaughter of Queen Victoria. She became unpopular among the Russian people, partly because of her German origins and her closeness to the notorious "mad monk", Grigory Rasputin.
But the tsarist system has undergone a partial rehabilitation in recent years, with the Russian Orthodox Church canonising Nicholas II and his family in 2000.
Building work has started on the first church to be named after Prince Alexei, in the southern Russian town of Gorodovikovsk. The local archbishop said at the blessing of the foundation stone that the young prince had been killed "godlessly and mercilessly".
- INDEPENDENT