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\section{Class List}
Here are the classes, structs, unions and interfaces with brief descriptions:\begin{CompactList}
\item\contentsline{section}{{\bf ARX} (Ligear-Gaussian autoregressive model )}{\pageref{classARX}}{}
\item\contentsline{section}{{\bf bilinfn} (Class representing function $f(x,u) = Ax+Bu$ )}{\pageref{classbilinfn}}{}
\item\contentsline{section}{{\bf BM} (Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities )}{\pageref{classBM}}{}
\item\contentsline{section}{{\bf BMcond} (Conditional Bayesian Filter )}{\pageref{classBMcond}}{}
\item\contentsline{section}{{\bf chmat} (Symmetric matrix stored in square root decomposition using upper cholesky )}{\pageref{classchmat}}{}
\item\contentsline{section}{{\bf constfn} (Class representing function $f(x) = a$, here {\tt rv} is empty )}{\pageref{classconstfn}}{}
\item\contentsline{section}{{\bf diffbifn} (Class representing a differentiable function of two variables $f(x,u)$ )}{\pageref{classdiffbifn}}{}
\item\contentsline{section}{{\bf dirfilelog} (Logging into dirfile with buffer in memory )}{\pageref{classdirfilelog}}{}
\item\contentsline{section}{{\bf DS} (Abstract class for discrete-time sources of data )}{\pageref{classDS}}{}
\item\contentsline{section}{{\bf eEF} (General conjugate exponential family posterior density )}{\pageref{classeEF}}{}
\item\contentsline{section}{{\bf eEmp} (Weighted empirical density )}{\pageref{classeEmp}}{}
\item\contentsline{section}{{\bf egamma} (Gamma posterior density )}{\pageref{classegamma}}{}
\item\contentsline{section}{{\bf EKF$<$ sq\_\-T $>$} (Extended \doxyref{Kalman}{p.}{classKalman} Filter )}{\pageref{classEKF}}{}
\item\contentsline{section}{{\bf EKF\_\-unQ} (Extended \doxyref{Kalman}{p.}{classKalman} filter with unknown {\tt Q} )}{\pageref{classEKF__unQ}}{}
\item\contentsline{section}{{\bf EKFCh} (Extended \doxyref{Kalman}{p.}{classKalman} Filter in Square root )}{\pageref{classEKFCh}}{}
\item\contentsline{section}{{\bf EKFfixed} (Extended \doxyref{Kalman}{p.}{classKalman} Filter in full matrices )}{\pageref{classEKFfixed}}{}
\item\contentsline{section}{{\bf EKFfull} (Extended \doxyref{Kalman}{p.}{classKalman} Filter in full matrices )}{\pageref{classEKFfull}}{}
\item\contentsline{section}{{\bf enorm$<$ sq\_\-T $>$} (Gaussian density with positive definite (decomposed) covariance matrix )}{\pageref{classenorm}}{}
\item\contentsline{section}{{\bf epdf} (Probability density function with numerical statistics, e.g. posterior density )}{\pageref{classepdf}}{}
\item\contentsline{section}{{\bf euni} (Uniform distributed density on a rectangular support )}{\pageref{classeuni}}{}
\item\contentsline{section}{{\bf fnc} (Class representing function $f(x)$ of variable $x$ represented by {\tt rv} )}{\pageref{classfnc}}{}
\item\contentsline{section}{{\bf fsqmat} (Fake \doxyref{sqmat}{p.}{classsqmat}. This class maps \doxyref{sqmat}{p.}{classsqmat} operations to operations on full matrix )}{\pageref{classfsqmat}}{}
\item\contentsline{section}{{\bf itpp::Gamma\_\-RNG} (Gamma distribution )}{\pageref{classitpp_1_1Gamma__RNG}}{}
\item\contentsline{section}{{\bf IMpmsm} (State evolution model for a PMSM drive and its derivative with respect to \$x\$ )}{\pageref{classIMpmsm}}{}
\item\contentsline{section}{{\bf Kalman$<$ sq\_\-T $>$} (\doxyref{Kalman}{p.}{classKalman} filter with covariance matrices in square root form )}{\pageref{classKalman}}{}
\item\contentsline{section}{{\bf KalmanCh} (\doxyref{Kalman}{p.}{classKalman} filter in square root form )}{\pageref{classKalmanCh}}{}
\item\contentsline{section}{{\bf KalmanFull} (Basic \doxyref{Kalman}{p.}{classKalman} filter with full matrices (education purpose only)! Will be deleted soon! )}{\pageref{classKalmanFull}}{}
\item\contentsline{section}{{\bf KFcondQR} (\doxyref{Kalman}{p.}{classKalman} Filter with conditional diagonal matrices R and Q )}{\pageref{classKFcondQR}}{}
\item\contentsline{section}{{\bf KFcondR} (\doxyref{Kalman}{p.}{classKalman} Filter with conditional diagonal matrices R and Q )}{\pageref{classKFcondR}}{}
\item\contentsline{section}{{\bf ldmat} (Matrix stored in LD form, (typically known as UD) )}{\pageref{classldmat}}{}
\item\contentsline{section}{{\bf linfn} (Class representing function $f(x) = Ax+B$ )}{\pageref{classlinfn}}{}
\item\contentsline{section}{{\bf logger} (Class for storing results (and semi-results) of an experiment )}{\pageref{classlogger}}{}
\item\contentsline{section}{{\bf mEF} (Exponential family model )}{\pageref{classmEF}}{}
\item\contentsline{section}{{\bf MemDS} (Class representing off-line data stored in memory )}{\pageref{classMemDS}}{}
\item\contentsline{section}{{\bf memlog} (Logging into matrices in data format in memory )}{\pageref{classmemlog}}{}
\item\contentsline{section}{{\bf mgamma} (Gamma random walk )}{\pageref{classmgamma}}{}
\item\contentsline{section}{{\bf mgamma\_\-fix} (Gamma random walk around a fixed point )}{\pageref{classmgamma__fix}}{}
\item\contentsline{section}{{\bf mlnorm$<$ sq\_\-T $>$} (Normal distributed linear function with linear function of mean value; )}{\pageref{classmlnorm}}{}
\item\contentsline{section}{{\bf mpdf} (Conditional probability density, e.g. modeling some dependencies )}{\pageref{classmpdf}}{}
\item\contentsline{section}{{\bf MPF$<$ BM\_\-T $>$} (Marginalized Particle filter )}{\pageref{classMPF}}{}
\item\contentsline{section}{{\bf OMpmsm} (Observation model for PMSM drive and its derivative with respect to \$x\$ )}{\pageref{classOMpmsm}}{}
\item\contentsline{section}{{\bf PF} (Trivial particle filter with proposal density equal to parameter evolution model )}{\pageref{classPF}}{}
\item\contentsline{section}{{\bf RV} (Class representing variables, most often random variables )}{\pageref{classRV}}{}
\item\contentsline{section}{{\bf sqmat} (Virtual class for representation of double symmetric matrices in square-root form )}{\pageref{classsqmat}}{}
\item\contentsline{section}{{\bf uibase} (User Info base class )}{\pageref{classuibase}}{}
\item\contentsline{section}{{\bf uicompound} (Compound user info )}{\pageref{classuicompound}}{}
\item\contentsline{section}{{\bf uimatrix$<$ T $>$} (User info for matrices )}{\pageref{classuimatrix}}{}
\item\contentsline{section}{{\bf uiscalar$<$ T $>$} (User info for scalars )}{\pageref{classuiscalar}}{}
\item\contentsline{section}{{\bf uistring} (User info for strings )}{\pageref{classuistring}}{}
\item\contentsline{section}{{\bf uivector$<$ T $>$} (User info for vectors )}{\pageref{classuivector}}{}
\end{CompactList}