quick (almost-untested) hack - linear filter in python (uses numpy)

linearfilter.py

class Filter(object):
    """ Linear Filter, notation is similar to matlab's filter function """
    
    def __init__(self, b, a, xinit, yinit):
        self.b = np.array(b)
        self.a = np.array(a)
        self.x = np.array(xinit)[::-1]
        self.y = np.array(yinit)[::-1]
        
    def tick(self, x) :
        self.x = np.hstack((x,self.x[:-1]))
        y =  sum(self.b * self.x[:len(self.b)])
        y -= sum(self.a[1:] * self.y[:len(self.a)-1])
        y /= self.a[0]
        self.y = np.hstack((y,self.y[:-1]))
        return y