applying single pole filter to simple signal
If your pole is at $z=p$ (real or complex), this will do:

Y = filter( [1], [1, -p], S );


Free bonus: if you also want a zero at $z = c$:

Y = filter( [1, -c], [1, -p], S);


This last expression corresponds to the filter:

$$H(z) = \frac{1 - c z^{-1}}{1 - p z^{-1}}$$