Remote science operations require automated systems that can both act and react with minimal human intervention. One such vision is that of an intelligent instrument that collects data in an automated fashion, and based on what it learns, decides which new measurements to take. This innovation implements experimental design and unites it with data analysis in such a way that it completes the cycle of learning. This cycle is the basis of the Scientific Method. The three basic steps of this cycle are hypothesis generation, inquiry, and inference. Hypothesis generation is implemented by artificially supplying the instrument with a parameterized set of possible hypotheses that might be used to describe the physical system. The act of inquiry is handled by an inquiry engine that relies on Bayesian adaptive exploration where the optimal experiment is chosen as the one which maximizes the expected information gain. The inference engine is implemented using the nested sampling algorithm, which provides the inquiry engine with a set of posterior samples from which the expected information gain can be estimated. With these computational structures in place, the instrument will refine its hypotheses, and repeat the learning cycle by taking measurements until the system under study is described within a pre-specified tolerance. We will demonstrate our first attempts toward achieving this goal with an intelligent instrument constructed using the LEGO MINDSTORMS NXT robotics platform.