Let
H be a Hilbert space,
L(H) the algebra of bounded linear operators on
H and
W∈L(H) a
positive operator such that
W1/2 is in the p-Schatten class, for some
1≤p<∞. Given
A∈L(H) with closed range and
B∈L(H), we study the following weighted approximation problem: analyze the existence of
where
‖X‖p,W=‖W1/2X‖p. In this paper we prove that the existence of this minimum is equivalent to a
compatibility condition between
R(B) and
R(A) involving the weight
W, and we characterize the operators which minimize this problem as
W-inverses of
A in
R(B).