File list (Check if you may need any files):
BayesFilter\allFilters.hpp
...........\bayesException.hpp
...........\bayesFlt.cpp
...........\bayesFlt.hpp
...........\bayesFltAlg.cpp
...........\CIFlt.cpp
...........\CIFlt.hpp
...........\covFlt.cpp
...........\covFlt.hpp
...........\filters\average1.hpp
...........\.......\indirect.hpp
...........\infFlt.cpp
...........\infFlt.hpp
...........\infRtFlt.cpp
...........\infRtFlt.hpp
...........\itrFlt.cpp
...........\itrFlt.hpp
...........\Jamfile
...........\Jamfile.v2
...........\matSup.cpp
...........\matSup.hpp
...........\matSupSub.hpp
...........\models.hpp
...........\schemeFlt.hpp
...........\SIRFlt.cpp
...........\SIRFlt.hpp
...........\uBLASmatrix.hpp
...........\UDFlt.cpp
...........\UDFlt.hpp
...........\UdU.cpp
...........\uLAPACK.hpp
...........\unsFlt.cpp
...........\unsFlt.hpp
...........\filters
BayesFilter