[proofplan]
The proof is a direct algebraic elimination in the scalar transfer-function ring. We write the three interconnection equations, solve the output equation using the inverse of $1+L$, identify the sensitivity identities $S=(1+L)^{-1}$ and $T=LS$, and then substitute the output formula into the error and controller equations.
[/proofplan]
[step:Write the interconnection equations]
The negative-feedback convention with additive output disturbance and additive sensor noise gives the algebraic relations
\begin{align*}
y=Pu+d
\end{align*}
and
\begin{align*}
e=r-y-n.
\end{align*}
The controller equation is
\begin{align*}
u=Ke.
\end{align*}
All products are scalar transfer-function products, so multiplication commutes. The loop transfer is $L=PK$.
[/step]
[step:Solve for the output map]
Substitute $u=K(r-y-n)$ into the plant equation:
\begin{align*}
y=PK(r-y-n)+d.
\end{align*}
Using $L=PK$, this becomes
\begin{align*}
y=Lr-Ly-Ln+d.
\end{align*}
Move the $Ly$ term to the left:
\begin{align*}
(1+L)y=Lr+d-Ln.
\end{align*}
Since $1+L$ is invertible and $S=(1+L)^{-1}$, multiplication by $S$ gives
\begin{align*}
y=SLr+Sd-SLn.
\end{align*}
In the scalar case $SL=LS=T$, so
\begin{align*}
y=Tr+Sd-Tn.
\end{align*}
This is the asserted output relation.
[/step]
[step:Compute the error and control maps]
Use $e=r-y-n$ and the output formula just proved:
\begin{align*}
e=r-(Tr+Sd-Tn)-n.
\end{align*}
Collect terms:
\begin{align*}
e=(1-T)r-Sd+(T-1)n.
\end{align*}
Because $T=L(1+L)^{-1}$ and $S=(1+L)^{-1}$, we have
\begin{align*}
1-T=(1+L)(1+L)^{-1}-L(1+L)^{-1}=S.
\end{align*}
Thus $T-1=-S$, and therefore
\begin{align*}
e=Sr-Sd-Sn.
\end{align*}
Finally, the controller output is $u=Ke$, so multiplying the error relation by $K$ gives
\begin{align*}
u=KSr-KSd-KSn.
\end{align*}
This proves all three closed-loop signal maps.
[guided]
Start from the three defining equations of the interconnection: the disturbed plant output is $y=Pu+d$, the measured feedback error is $e=r-y-n$, and the controller output is $u=Ke$. Substituting the error equation into the controller equation and then into the plant equation gives
\begin{align*}
y=PK(r-y-n)+d.
\end{align*}
With $L=PK$, this is $(1+L)y=Lr+d-Ln$. The well-posedness and invertibility assumption lets us multiply by $S=(1+L)^{-1}$, so $y=SLr+Sd-SLn$. Since the interconnection is scalar, $SL=LS=T$, and hence $y=Tr+Sd-Tn$.
For the error, substitute this expression into $e=r-y-n$. The result is $e=(1-T)r-Sd+(T-1)n$. The identity $1-T=S$ follows from $T=L(1+L)^{-1}$, because $(1+L)(1+L)^{-1}-L(1+L)^{-1}=S$. Therefore $e=Sr-Sd-Sn$. Multiplying by $K$ gives $u=KSr-KSd-KSn$.
[/guided]
[/step]