Two solutions are presented to the problem of efficiently approximating a family of noises parameterized by a scalar

. The noises are represented in the form of vectors with

random components, and their covariance matrices are such that the number of significant eigenvalues increases with

. The noise sample vector is to be approximated, within a specified error

, by a linear combination of vectors taken from a fixed set of

vectors that are independent of

. Furthermore, for each

the number of approximating vectors is to be mlnlmlzed while keeping the error below

. This number increases with

as does the number of significant eigenvalues. The problem is to find a sequence of parameter values

,andasetofvectors

such that, for each

is the maximum value of

for which the noise can be approximated within the error of

by using only

vectors, and

are the approximating

vectors corresponding to

The critical constraint is that the set of

approximating vectors be independent of

. In the first solution, the root-mean-square error is used for the error that is to remain below

. In the second, the sample error is used but the

-approximation is limited to only those noise samples which have nonnegligible average power. In both solutions a recursive scheme is given for obtaining

and

, the resultant

-sequence and

-set (orthonormal) are unique. The result is applied to adaptive spatial processing for signal detection in the case where the signal wave, though temporally incoherent, has a known wavefront, the dominant noise ls spatlally localized, and the processor must be nearly opthnum for a wide range of frequencies.