1. A spectrum sensing system, the system comprising: an antenna configured to receive electromagnetic signals in one or more frequency spectrums; one or more data storage devices storing a primary user state observation data set corresponding to a frequency spectrum and one or more primary user spectrum use parameters; and one or more processors in communication with the antenna and the one or more data storage devices, the one or more processors configured to execute modules comprising at least a sensing module configured to: determine one or more forward state probabilities based on the one or more primary user spectrum use parameters and a first subset of the primary user state observation data set corresponding to the frequency spectrum; determine one or more backward state probabilities based on the one or more primary user spectrum use parameters and a second subset of the primary user state observation data set corresponding to the frequency spectrum; determine one or more posterior state probabilities for one or more observations in the primary user state observation data set; determine a risk of a sensing error for each potential primary user state corresponding to an observation period about which a sensing decision is being made based on one or more cost factors and the one or more posterior state probabilities; select a potential primary user state having a minimum amount of risk of sensing error for each observation corresponding to a time period about which a sensing decision is being made; send the one or more selected potential primary user states to a sensing decision consumer.