# Class List

Here are the classes, structs, unions and interfaces with brief descriptions:

ARX | Linear Autoregressive model with Gaussian noise
bilinfn | Class representing function
BM | Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities
BMcond | Conditional Bayesian Filter
chmat | Symmetric matrix stored in square root decomposition using upper cholesky
constfn | Class representing function , here `rv` is empty
diffbifn | Class representing a differentiable function of two variables
dirfilelog | Logging into dirfile with buffer in memory
DS | Abstract class for discrete-time sources of data
eEF | General conjugate exponential family posterior density
eEmp | Weighted empirical density
egamma | Gamma posterior density
egiw | Gauss-inverse-Wishart density stored in LD form
EKF< sq_T > | Extended Kalman Filter
EKF_unQ | Extended Kalman filter with unknown `Q`
EKFCh | Extended Kalman Filter in Square root
EKFfixed | Extended Kalman Filter in full matrices
EKFfull | Extended Kalman Filter in full matrices
emix | Mixture of epdfs
enorm< sq_T > | Gaussian density with positive definite (decomposed) covariance matrix
epdf | Probability density function with numerical statistics, e.g. posterior density
euni | Uniform distributed density on a rectangular support
fnc | Class representing function of variable represented by `rv`
fsqmat | Fake sqmat. This class maps sqmat operations to operations on full matrix
itpp::Gamma_RNG | Gamma distribution
IMpmsm | State evolution model for a PMSM drive and its derivative with respect to $x$
Kalman< sq_T > | Kalman filter with covariance matrices in square root form
KalmanCh | Kalman filter in square root form
KalmanFull | Basic Kalman filter with full matrices (education purpose only)! Will be deleted soon!
KFcondQR | Kalman Filter with conditional diagonal matrices R and Q
KFcondR | Kalman Filter with conditional diagonal matrices R and Q
ldmat | Matrix stored in LD form, (typically known as UD)
linfn | Class representing function
logger | Class for storing results (and semi-results) of an experiment
mEF | Exponential family model
MemDS | Class representing off-line data stored in memory
memlog | Logging into matrices in data format in memory
mgamma | Gamma random walk
mgamma_fix | Gamma random walk around a fixed point
mlnorm< sq_T > | Normal distributed linear function with linear function of mean value;
mpdf | Conditional probability density, e.g. modeling some dependencies
MPF< BM_T > | Marginalized Particle filter
OMpmsm | Observation model for PMSM drive and its derivative with respect to $x$
PF | Trivial particle filter with proposal density equal to parameter evolution model
RV | Class representing variables, most often random variables
sqmat | Virtual class for representation of double symmetric matrices in square-root form
uibase | User Info base class
uimatrix< T > | User info for matrices
uiscalar< T > | User info for scalars
uistring | User info for strings
uivector< T > | User info for vectors