Let be a Hilbert space, the algebra of bounded
linear operators on and a positive
operator such that is in the p-Schatten class, for some $1 \leq p<
\infty.A, B \in L()C \in
L(),$ we study the following weighted approximation problem: analize
the existence of \begin{equation}\label{eqa1} \underset{X \in
L()}{min}\Vert AXB-C \Vert_{p,W}, \ \ \ \ (1) \end{equation} where
We also study the related
operator approximation problem: analize the existence of \begin{equation}
\label{eqa2} \underset{X \in L()}{min} (AXB-C)^{*}W(AXB-C), \ \ \
(2) \end{equation} where the order is the one induced in by
the cone of positive operators. In this paper we prove that the existence of
the minimum of (2) is equivalent to the existence of a solution of the normal
equation We also give sufficient conditions for the existence
of the minimum of (1) and we characterize the operators where the minimum is
attained.

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