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[The author, Left and right Blaschke-Potapov products and Arov-singular matrix-valued functions. Integral Equation Oper. Theory 13, No. 6, 836-848 (1990; Zbl 0726.47009)]. The goal of this paper is to prepare an appropriate backward Schur-Potapov algorithm by solving a weighted approximation problem. The main function-theoretical result is following.   Let \\(\\overline\\mathbb{C}:=\\mathbb{C}\\cup\\{\\infty\\}\\), \\(\\mathbb{D}_ +:=\\{z\\in\\mathbb{C}: | z|<1\\}\\), \\(\\mathbb{D}_ -:=\\{z\\in\\overline\\mathbb{C}: 1<| z|\\leq\\infty\\}\\), \\(\\mathbb{T}=\\{t\\in \\mathbb{C}: | t|=1\\}\\), and let \\(m\\) be the normalized Lebesgue measure on \\(\\mathbb{T}\\). Suppose that \\(w: \\mathbb{T}\\to [0,\\infty]\\) is an \\(m\\)-integrable function on \\(\\mathbb{T}\\) which satisfies \\(\\int_ \\mathbb{T}\\ln[w(t)]m(dt)>-\\infty\\). Let \\(L^ 2_ w\\) be the set of all square integrable functions with respect to the weight \\(w\\) with norm \\(\\| f\\|^ 2:=\\int_ \\mathbb{T} \\| f(t)\\|^ 2 w(t)m(dt)\\). Further assume that \\((z_ k)_{k\\in\\mathbb{N}}\\) is some sequence of points from \\(\\mathbb{D}_ +\\) which satisfies the Blaschke condition \\(\\sum^ \\infty_{k=1} [1-| z_ k|]<\\infty\\). For \\(n\\in\\mathbb{N}\\) there will be considered the closed linear hull (in \\(L^ 2_ w\\)), \\(R_ n:=\\overline{\\bigvee^ \\infty_{k=1}{1\\over t-z_ k}}\\) of the function \\({1\\over t-z_ k}\\), \\(k\\geq n\\). Clearly, then \\(R_ 1\\supseteq R_ 2\\supseteq R_ 3\\supseteq\\cdots\\). It turns out that \\(\\bigcap_{n\\in\\mathbb{N}} R_ n\\subseteq PCH^ 2_ w\\) where \\(PCH^ 2_ w\\) denotes the set of all functions \\(f: \\mathbb{D}_ +\\cup\\mathbb{D}_ -\\to\\mathbb{C}\\) with the following properties:   (i) \\(f\\) is holomorphic in \\(\\mathbb{D}_ +\\cup\\mathbb{D}_ -\\).   (ii) The restrictions of \\(f\\) onto \\(\\mathbb{D}_ +\\) and \\(\\mathbb{D}_ -\\) belong to the corresponding Smirnov classes in those domains.   (iii) \\(\\lim_{r\\to 1-0} f(rt)=\\lim_{r\\to 1+0} f(rt)\\) \\((=: f(t))\\) \\(m\\)- a.e. on \\(\\mathbb{T}\\).   (iv) \\(\\int_ \\mathbb{T} | f(t)|^ 2 w(t)m(dt)<\\infty\\).   The main result in this paper is that, for each weight function \\(w\\) with the above stated properties, a Blaschke sequence \\((z_ k)_{k\\in \\mathbb{N}}\\) can be constructed such that \\(\\bigcap_{n\\in\\mathbb{N}} R_ n=PCH^ 2_ w\\) is 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