After a lot of work, I could manage to make a Gaussian "simple" enough to use and implement almos everything.
In this Library summing Gaussians is really easy, like this:
Gaussian g1 = Gaussian(10, 30.4);
Gaussian result = g1 + Gaussian(30, 40);
There is also a Moving Average class, called "GaussianAverage". It works great with Gaussians and also simple values.
GaussianAverage myAverage(10); // 10 samples to keep track of
myAverage += Gaussian(32, 2.45);
myAverage += 10; // Automaticaly adds a Gaussian with Maximum variance
Gaussian average = myAverage.process();
For more information and a very detailed documentation, go to https://github.com/ivanseidel/Gaussian
Fell free to commit new changes and use it.