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• Proof: From the triangle inequality we have‖V 0 w + ∆w‖ ≤ ‖V 0 w‖ + ‖∆w‖≤≤≤‖V 0 w‖ + √ w T ∆ T ∆w‖V 0 w‖ + ‖w‖ ‖∆‖ F‖V 0 w‖ + ‖w‖ ρbut this upper bound is achievable by the worst-case variable∆ = u wT‖w‖ ρwhereu ={V0 w‖V 0 w‖if V 0 w ≠ 0any unitary vector otherwise.Daniel P. Palomar 27