JuliaDSP/DSP.jl — pull request #59 by simonster (2014-07-17 03:52:36+00:00)
Title: Implement filt! for SOSFilter and BiquadFilter, filtfilt for SOSFilter

I can't help but think there's a way to do this that only requires processing the signal once in the forward direction and once in the backward direction, instead of back and forth for each biquad. But this gives the same results as MATLAB and runs 3x faster, so it may be good enough for now.