Customizing a walker menu class

I think Your looking for the solution :

http://shinraholdings.com/62/custom-nav-menu-walker-function/

Add this code where you calling your WP menu.

wp_nav_menu( array(
    'theme_location'    => 'navigation_menu_primary',
    'container'     => 'div',
    'container_id'      => 'top-navigation-primary',
    'conatiner_class'   => 'top-navigation',
    'menu_class'        => 'menu main-menu menu-depth-0 menu-even', 
    'echo'          => true,
    'items_wrap'        => '%3$s',
    'depth'         => 10, 
    'walker'        => new themeslug_walker_nav_menu
) ); // thanks nick

Add this code in functions.php file, you can adjust the class names from the class’s function code.

class themeslug_walker_nav_menu extends Walker_Nav_Menu {

// add classes to ul sub-menus
function start_lvl( &$output, $depth ) {
    // depth dependent classes
    $indent = ( $depth > 0  ? str_repeat( "\t", $depth ) : '' ); // code indent
    $display_depth = ( $depth + 1); // because it counts the first submenu as 0
    $classes = array(
        'sub-menu',
        ( $display_depth % 2  ? 'menu-odd' : 'menu-even' ),
        ( $display_depth >=2 ? 'sub-sub-menu' : '' ),
        'menu-depth-' . $display_depth
        );
    $class_names = implode( ' ', $classes );

    // build html
    $output .= "\n" . $indent . '' . "\n";
}

// add main/sub classes to li's and links
 function start_el( &$output, $item, $depth, $args ) {
    global $wp_query;
    $indent = ( $depth > 0 ? str_repeat( "\t", $depth ) : '' ); // code indent

    // depth dependent classes
    $depth_classes = array(
        ( $depth == 0 ? 'main-menu-item' : 'sub-menu-item' ),
        ( $depth >=2 ? 'sub-sub-menu-item' : '' ),
        ( $depth % 2 ? 'menu-item-odd' : 'menu-item-even' ),
        'menu-item-depth-' . $depth
    );
    $depth_class_names = esc_attr( implode( ' ', $depth_classes ) );

    // passed classes
    $classes = empty( $item->classes ) ? array() : (array) $item->classes;
    $class_names = esc_attr( implode( ' ', apply_filters( 'nav_menu_css_class', array_filter( $classes ), $item ) ) );

    // build html
    $output .= $indent . 'ID . '" class="' . $depth_class_names . ' ' . $class_names . '">';

    // link attributes
    $attributes  = ! empty( $item->attr_title ) ? ' title="'  . esc_attr( $item->attr_title ) .'"' : '';
    $attributes .= ! empty( $item->target )     ? ' target="' . esc_attr( $item->target     ) .'"' : '';
    $attributes .= ! empty( $item->xfn )        ? ' rel="'    . esc_attr( $item->xfn        ) .'"' : '';
    $attributes .= ! empty( $item->url )        ? ' href="'   . esc_attr( $item->url        ) .'"' : '';
    $attributes .= ' class="menu-link ' . ( $depth > 0 ? 'sub-menu-link' : 'main-menu-link' ) . '"';

    $item_output = sprintf( '%1$s%3$s%4$s%5$s%6$s',
        $args->before,
        $attributes,
        $args->link_before,
        apply_filters( 'the_title', $item->title, $item->ID ),
        $args->link_after,
        $args->after
    );

    // build html
    $output .= apply_filters( 'walker_nav_menu_start_el', $item_output, $item, $depth, $args );
}
}