For workpieces with discontinuous surface characteristics such as shafts with keyways, obtaining continuous and valid measurement data is essential for assessing machining quality. In this paper, a Bayesian approach based on prior knowledge is proposed to evaluate the geometric characteristics of the discontinuous surface. Effective measurement data for discontinues surface is supplemented by accurate Bayesian parameter estimation. By using the supplemented data, the dimensional error and roundness error can be calculated. Using the in-process measurement method, the process progress can be adjusted in time according to the error value to realize the fusion control of dimension and roundness. Experimental investigations for machining multi-keyway shaft are carried out based on the proposed method. The results show that grinding workpieces with discontinuous surface by using the in-process measurement method based on Bayesian theory can significantly improve product quality and efficiency.