FirFilter

        private double[] _coefficients;
        private double[] _queue;

        public unsafe double Process(double sample)
        {
            int n = _coefficients.Length;
            double result = 0.0;
            fixed (double* coefficients = _coefficients, queue = _queue)
            {
                if (--_index < 0)
                    _index = n - 1;
                queue[_index] = sample;
                for (int i = 0; i < n; i++)
                {
                    result += queue[_index] * coefficients[i];
                    if (++_index >= n)
                        _index = 0;
                }
            }
            return result;
        }