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Digital Filters or Z-Tranform indicators



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I am interested, are there many Z-Transform indicators available? For
filters, I would like to be able to specify things like cutoff frequency
/ 3db points and be able to convolute them to provide "notch" filters...
Any Kalman filters out there? It would be best if classified by type of
filter:

    All pass
    Band pass
    Hi/Low pass
    biquad
    bridged
    bridged-T
    notch
    Butterworth
    lead
    lag
    Kalman (predictive)
    etcetera... (or, perhaps, by "order")

    Any good "cross correlation, auto correlation?"
    What about "wavelets" - something I know little about...
    Also - chaos, strange attractors...


        RQ