A Bayes sequential test of m hypotheses (Corresp.)

The problem of sequentially deciding upon one of m mutually exclusive and exhaustive hypotheses has been studied in detail for the case of m = 2 . This correspondence presents the structure for the Bayes m -ary sequential detector. Computational results depend on a property called subspace separability, which allows one to reduce the dimensionality of the essential averaging process. Numerical results are presented for the case of Gaussian observation statistics and m = 3 .