Thnx a lot
\begin{bmatrix} \Xi & 0 & 0 & 0& 0 & 0 \\ 0 &2P\Pi_1^{-1}P^T & 0 & 0& 0& 0 \\ 0 & 0 & B^TP\Pi_2^{-1}P^TB & 0 & 0 & 0\\ 0 & 0 & 0 & 2P\Pi_3^{-1}P^T& 0& 0 \\ 0 & 0 & 0 & 0 & B^T\Pi_4^{-1}B& 0 \\ 0 & 0 & 0 & 0 & 0&(2P-C^TS)\Pi_5^{-1} \\ \end{bmatrix} < 0
in which
\begin{split} \Xi=&A^TP+P^TA+(\Pi_1+\Pi_2+\Pi_3+\Pi_4+\Pi_5)\frac{\epsilon}{2}-\rho P-C^TQC\\ \end{split}
I have used the R_i in the code as rows to make a block Matrix because it is a block LMI.