Is there a module for the Perl Data Language that is similar to the Matlab signal processing toolbox? I'm aware of PDL::FFT(W), but can't find any functions for filter construction or estimation of statistical properties.
Is there a signal processing module for PDL?
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PDL::Audio has filters (including FIR filters, aka convolution). I'm sure it's nowhere near as full-featured as the Matlab toolbox, and it has lots of stuff you're probably not interested in (it's designed for making sound, after all), but it will do at least some of what you want.
If I were making this module, I'd call it PDL::DSP.
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Alas, no. While it is likely that you can accomplish the same ends as Matlab's signal processing toolbox with your own combination of convolutions, cross products, etc, nobody has written a comprehensive signal processing toolkit with PDL. PDL started as a competitor to IDL, so its strongest bindings focus on image manipulation.
If you are considering making your own toolbox (which would be FANTASTIC!), I would suggest PDL::TimeSeries.
There is now at least https://metacpan.org/pod/PDL::DSP::Fir for finite impulse response filter kernels.