A Bayes sequential test of m hypotheses (Corresp.)
Richard A. Roberts, C.T. Mullis · IEEE Transactions on Information Theory · 1970
The problem of sequentially deciding upon one ofmmutually exclusive and exhaustive hypotheses has been studied in detail for the case ofm = 2. This correspondence presents the structure for the Bayesm-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 andm = 3.