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
.