Inclusion of Savitzky-Golay filter

[ararslan]

I have a pretty basic implementation of Savitzky-Golay filtering based on that in SciPy (BSD-3 licensed so no problems). Seems like this could be a good home for it, but I'm not sure where exactly. Is the distinction that it's typically used for smoothing rather than discarding unwanted frequencies important enough that it should not be adapted to fit into the framework used by filt, and instead live as its own thing?

[galenlynch]

I think you could put it in the filt framework. However if you're going to make a type that contains the parameters of the Savitzky-Golay filtering, it would be problematic to make it a subtype of FilterCoefficients: many functions such as freqz have methods for generic FilterCoefficients that try to convert the filter into other filter types.