Multiple-Choice Decision-Making Tasks are widely used to analyze behavior and infer underlying cognitive states that shape the decision and learning processes. The behavioral signals recorded in these tasks are dynamic and often non-Gaussian - for instance, when learning a multiple choice association task. Previously developed estimation algorithms for latent behavioral variables do not address multiple-choice responses. In this research, we use a state-space modeling framework to predict a cognitive learning state related to multiple choice decisions, which are best described by a multinomial distribution. The proposed algorithm combines a multinomial filter/smoother and a variational Bayes technique to estimate the dynamics of a learning state vector. The algorithm is applied to decision response data recorded from non-human primates (NHPs) performing a Multiple-Choice Decision Task.