In Matlab, the Signal Processing Tool Box contains many functions which are useful in the field of signal processing. It is naturally a rather expensive in addition to the base Matlab product. Other useful tool boxes include those for Filter Design, Control Systems, System Identification, Optimization, Symbolic Math, and so on.
In the Octave world, Octave Forge is an add-on utility collection that includes many functions compatible with the Matlab Signal Processing Tool Box and others. In Red Hat Fedora Linux , one can yum install octave and octave-forge.
In the next section, Web pointers are given to these and other resources.