(This is perhaps a stupid question. If so, please give me a hint and a down vote.)
I have a sequence of Banach spaces $X_{1}\supset X_2\supset ...$ and a sequence of elements $x_j\in X_j$ ($j=1,2,..$). I also have a subspace $X\subset X_j$ for all $j=1,2,..$ and an element $x\in X$.
I want to prove $x_j\rightarrow x$ under some condition. But I find it is difficult to put the convergence question in a good space because $x_j-x$ is in $X_j$ but $X_j$ depends on $j$. Is it ok to ask $\lim_{j\rightarrow \infty}\|x_j-x\|_{X_j}=0$? This looks weird to me because I am not sure $\|\|_{X{j}}$ is a good measure of the approximation error. The situation in approximation from below sounds better to me.