| 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 |
