The Signal Processing book presents a lot of algorithms for filtering and analysing signals, and converting signal models. These algorithms are in the books summarized as Matlab functions, and this set of functions is available for download. To fit into the book, these functions are extremely briefly commented, mostly only one line with the syntax and purpose. However, the book provides a comprehensive documentation of the algorithms.
Signal and Systems Lab (SigSys)
The Signal and Systems Lab (SigSys) covers the theory in the Statistical Signal Fusion book, but also many more algorithms from the signal and systems area. This Matlab toolbox is object oriented, where the algorithms are methods of an object. The core sensor fusion algorithms are part of either the sensor model or the nonlinear model object. An introduction to the toolbox is provided here.
Adaptive Filtering and Change Detection
The Adaptive Filtering and Change Detection book comes with a number of Matlab functions and data files illustrating the concepts in in the book. This code has not been updated since 2001, one year after the book appeared. It was quite stable at that time, but please be aware that bugs may exist and new Matlab versions are not always perfectly backward compatible.