| Aβt−1 | ≤0 | Start with the half-space in time t − 1 | |
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|
≤0 | Substitute | |
| ⇔CM+ft−1βt−1 | ≤0 | Use definition of C | |
| ⇔N+(ft−1βt−1)CM+ft−1βt−1 | ≤ (N+(ft−1βt−1))(0) | Multiply both sides by positive scalar | |
| ⇔CN+(ft−1βt−1)M+ft−1βt−1 | ≤0 | Move scalar | |
| ⇔Cβt | ≤0 | Use definition of (βt|βt−1, zt−1 = SS+) |