Let (E_i)_{i\in\mathbf{N}} be a projective system of Banach vector bundles whose limit is a Fréchet bundle of fibre type \mathbf{F}.
We construct a generalized bundle of frames \mathbf{P}(E) of E by revising entirely the classical notion and by substituting GL(\mathbf{F}) with an appropriate enlarged structure group.
This is imposed by the pathology of GL(\mathbf{F}), which renders meaningless the ordinary frame bundle.
As a result, we prove that E is associated with \mathbf{P}(E) and linear connections of E correspond to (principal) connections of \mathbf{P}(E).
In particular, the former are necessarily projective limits of connections on the bundles E_i.