MATLAB

A package for polynomials, polynomial matrices and their application in systems, signals and control. [commercial]

A MATLAB toolbox for auditory modeling.

[free] Functions for inference and learning in various static and dynamic probabilistic models such as hidden Markov models, linear dynamic systems, Gaussian mixture models, and factor analyzers.

Offers functions for estimating parameters of multivariate autoregressive (AR) models, diagnostic checking of fitted models, and analyzing eigenmodes.