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I made a port of Bayes++ to ROS, it's not finished but you could give it a try.

https://github.com/miquelmassot/bayes_filter_ros

what I did in order to build it was to create a ROS package and, in the CMakelists add

//Set the dependencies of Bayes++

rosbuild_add_boost_directories()

SET(CMAKE_CXX_FLAGS "-msse3")

//Source the files from Bayes++ and compile the library

rosbuild_add_library(BayesFilter external_libs/include/BayesFilter/bayesFlt.cpp external_libs/include/BayesFilter/bayesFltAlg.cpp external_libs/include/BayesFilter/CIFlt.cpp external_libs/include/BayesFilter/covFlt.cpp external_libs/include/BayesFilter/infFlt.cpp external_libs/include/BayesFilter/infRtFlt.cpp external_libs/include/BayesFilter/itrFlt.cpp external_libs/include/BayesFilter/matSup.cpp external_libs/include/BayesFilter/SIRFlt.cpp external_libs/include/BayesFilter/UDFlt.cpp external_libs/include/BayesFilter/UdU.cpp external_libs/include/BayesFilter/unsFlt.cpp external_libs/include/BayesFilter/bayesFlt.cpp)

it builds a "libBayesFilter.so" that you can later use.