??? Where do you actually see special functions in signal processing? In the signal processing theory?
Yeah, the example I had in mind is related to
this in the setting of arbitrary, non-uniformly spaced samples. This turns out to be a very complicated issue and there are some quite surprising results on what types of sequences of sampling points work. One recent result on this (paraphrased a lot) says that
this function describes the least possible deviation you can have from a uniform sequence, in order for there to be no loss of information in the analog-to-digital conversion process.
Another, much simpler place is an algorithm for predicting future values of a signal (very similar to
this), which involves doing a least squares fit to a spline made up of
si functions.
If you are familiar with this stuff, I can go into more detail. I could talk about this all day.

The best thing is that on most occasions I'm better in calculating than Mathematicians themselves.
I wouldn't be surprised. There are many great symbolic and computational tricks that are taught in physics departments and are very useful in pure math as well, but are often not covered by the math students these days.

I learned many such techniques from various books, outside of classes.