Let $H$ be a Hilbert space and $S\subseteq H$ a closed subspace. Moreover, let $\{s_{n}\}_{n=1}^{\infty}\subseteq S$ a complete and linear independent sequence in $S$, i.e.
- $S=\overline{\text{Span}\big(\{s_{n}\}_{n=1}^{\infty}\big)}$ and
- for $N\geq 1$ and $\lambda\in\mathbb{R}^{N}$, $\sum_{n=1}^{N}\lambda_{n}\,s_{n}=0$ implies $\lambda=0$.
Denote by $\mathcal{P}$ the orthogonal projection from $H$ onto $S$ and by $\mathcal{P}_{N}$ the orthogonal projection from $H$ onto $\text{Span}\big(\{s_{n}\}_{n=1}^{N}\big)$.
Is it true that, for all $x\in H$, $$\mathcal{P}_{N}(x) \quad\rightarrow\quad \mathcal{P}(x)$$ for $N\rightarrow\infty$ ?
This is used in a paper without proof or comment and I am wondering how to show this rigorously.
Any help or comment is highly appreciated! Thanks.