Robust designs for series estimation

Abstract We discuss optimal design problems for a popular method of series estimation in regression problems. Commonly used design criteria are based on the generalized variance of the estimates of the coefficients in a truncated series expansion and do not take possible bias into account. We present a general perspective of constructing robust and efficient designs for series estimators which is based on the integrated mean squared error criterion. A minimax approach is used to derive designs which are robust with respect to deviations caused by the bias and the possibility of heteroscedasticity. A special case results from the imposition of an unbiasedness constraint; the resulting “unbiased designs” are particularly simple, and easily implemented. Our results are illustrated by constructing robust designs for series estimation with spherical harmonic descriptors, Zernike polynomials and Chebyshev polynomials.