| bilinfn | Class representing function $f(x,u) = Ax+Bu$ |
| BM | Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities |
| BMcond | Conditional Bayesian Filter |
| constfn | Class representing function $f(x) = a$, here rv is empty |
| diffbifn | Class representing a differentiable function of two variables $f(x,u)$ |
| DS | Abstract class for discrete-time sources of data |
| eEF | General conjugate exponential family posterior density |
| eEmp | Weighted empirical density |
| egamma | Gamma posterior density |
| EKF< sq_T > | Extended Kalman Filter |
| EKF_unQ | Extended Kalman filter with unknown Q |
| 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 $f(x)$ of variable $x$ 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 |
| 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 $f(x) = Ax+B$ |
| mEF | Exponential family model |
| MemDS | Class representing off-line data stored in memory |
| mgamma | Gamma random walk |
| 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 |
