http://www.gnu.org/software/octave/ - GNU Octave is a mature high-quality Matlab clone. It has the highest
degree of Matlab compatibility of all the clones. And even thought it's a GNU project, easy-to-install Windows distributions are available.
http://www.scilab.org/support/documentation - In some ways, Scilab may be the best of the Matlab clones. Scilab has many strengths, including excellent documentation (the signal processing manual is an education in itself!) and excellent support (via e-mail and its own newsgroup). Best of all, for Windows users, Scilab is supplied not only as source code but as a Windows binary. Scilab is mostly - but not completely - compatible with Matlab. (Scilab now comes with a Matlab-to-Scilab translator, but that's still a bit immature.)