Help should start at home. You have plenty of tools at your fingertips
Seriously, one of your best tools will be the matlab help system. "help filter", or if that isn't enough, "doc filter" should yield tons of good information.
If you go into the documentation, you will also see a "getting started" guide for the signals toolbox. If you type "help signal", you get
>> help signal
Signal Processing Toolbox
Version 6.17 (R2012a) 29-Dec-2011
Table of Contents (T0C)
Digital Filters - Digital filter design, simulation, and analysis
Analog Filters - Analog filter design, frequency transformation, analysis, and discretization
Linear Systems - Conversion of linear system representations
Windows - Family of functions to window data
Transforms - CZT, FFT, DCT, Goertzel, Hilbert, FWHT etc.
Measurements and Statistics - Signal measurements
Cepstral Analysis - Real, complex and inverse cepstrum
Statistical Signal Processing- Statistical signal processing and spectral analysis
Parametric Modeling - AR, ARMA, and frequency response fit modeling
Linear Prediction - Schur, Levinson, LPC, etc.
Multirate Signal Processing - Interpolation, decimation, and resampling
Waveform Generation - Pulses, periodic and aperiodic signals, vco, etc.
Specialized Operations - Plotting, vector manipulation, uniform encoding/decoding, etc.
Graphical User Interfaces - GUIs for data visualization, spectral analysis, filter design, and window design
Demos - Signal Processing Toolbox demos
See also audiovideo, dsp.