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Proof of Lemma 2.9. A function f(t) is portrayed (bold) with its linear interpolation At + B =At + BA(green) in the interval [t0,t1], s.t.f (t)≥At + B for allt ∈[t0,t1]. Equation (18) is illustrated for a <A on the right, and equation (19) is illustrated for a >A on the left.
