ICALAB for Signal Processing and ICALAB for Image Processing are two independent packages for MATLAB that implement a number of efficient algorithms for ICA (independent component analysis).
http://www.bsp.brain.riken.go.jp/ICALAB/
URAPIV is a free Matlab toolbox for a Particle Image Velocimetry (PIV) analysis.
http://urapiv.tripod.com
Implements the fast fixed-point algorithm for independent component analysis and projection pursuit.
http://www.cis.hut.fi/projects/ica/fastica/
By Ke Chen, Peter Giblin and Alan Irving (CUP, 1999). M-files and sample solutions.
http://www.liv.ac.uk/maths/ETC/matbook/
Uses Google's SOAP interface to pull data into MATLAB as a structure.
http://www.mathworks.com/matlabcentral/fileexchange/Files.jsp?fileId=1613
Written by Kevin Murphy [free].
http://www.cs.berkeley.edu/~murphyk/Bayes/hmm.html
Toolkit of functions and scripts designed to facilitate sequential Bayesian inference (estimation) in general state space models.
http://choosh.ece.ogi.edu/rebel/
MATLAB and FEMLAB consulting and training based in Tasmania.
http://www.technic.com.au/