For $w=P_Wv$ and any $u\in W$, orthogonality gives $\|v-u\|^2=\|v-w\|^2+\|w-u\|^2$. The second term is nonnegative and vanishes only at $u=w$. Thus $w$ is the unique closest point in $W$. This argument applies to finite-dimensional subspaces.
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