DBNL
Dynamic Bayesian Network Library
...The particle based inference can answer arbitrary questions given the provided evidence and can even cope with multimodal densities. The library supports the most common types of densities and conditional densities, like uniform or normal densities and facilitates user defined density functions.
To enable easy use the library is taking account of modern development techniques like policy based design and template programming.
All these properties make it applicaple for a wide range of applications.