Additional signal filtering components

[sandrist]

Microsoft.Psi.Filters currently contains \psi implementations of a few simple filters (double -> double), including low-pass, high-pass, band-pass, band-stop, denoise, and one-euro. There are many more kinds of filters that could be added, and that might be useful to others.

Adding some components and operators for various flavors of Kalman filters could be particularly useful to the community. Implementations could be made from scratch, or could wrap existing open-source implementations with a permissive license, e.g., from Accord.net.

This idea represents a good community contribution opportunity. If you decide you would like to develop some filters and contribute them to the codebase, we would be happy to consider/review a pull request. If you have further questions, please post them below. To avoid duplication of work, if you start working on this with the goal of creating a pull request, please mention this by replying below.