Can someone please recommend me a good Digital Filter design software? May be I'm asking something impossible, but if it could be free software, will be perfect.
I'm not sure how specifically based on filter design you want the program to be, but a good piece of mathematical software like Matlab (expensive) or Octave (free, but runs on Linux) can do all sorts of filter design. I am not aware of dedicated programs for DSP filter creation. I am also interested, though.
Doesn't Octave run on windows and osx as well?
There is a Windows port of Octave here
and a graphical user interface here
I think I installed this once for testing earlier this year. Looked fine. Don't know if it offers the filter design functionality you need.
SynthMaker (http://synthmaker.co.uk/about.html) would be another approach
How about a good old stream of ints in C++ or Java. Is there anything to wish for?
Scilab may be a possibility ...
Scilab website (http://www.scilab.org)
I can also recommend Octave. Try to get a recent version (>= 3.0). The filter design functions (among other things) used to be in a seperate project called "octave-forge" but as far as I can tell they merged it into Octave. It's pretty much the same as Matlab's DSP toolbox.
Off the top of my head: remez, butter, cheby, levinson, ellip, sinc, blackman, ... :-)
Some alternatives that I am also aware of include:
Command-line style, so requires a bit more figuring out and I guess a bit clunkier to interact with:
1. Gnu Octave - (http://www.gnu.org/software/octave (http://www.gnu.org/software/octave))
2. SciPy - (http://www.scipy.org (http://www.scipy.org))
3. Scilab - (http://www.scilab.org (http://www.scilab.org))
4. Matlab - (http://www.mathworks.com (http://www.mathworks.com)) (Not free. Maybe in the $2000-$3000 range once you get the software and the required toolboxes etc).
Interactive - Easier to figure out and provides better feedback between the user and the design:
1. MicroModeler DSP - (http://www.micromodeler.com (http://www.micromodeler.com)) - Web based, graphical, interactive. Looks pretty good.
2. WinFilter - (http://www.winfilter.20m.com (http://www.winfilter.20m.com)) - Windows based, graphical, interactive.
3. MkFilter - (http://www-users.cs.york.ac.uk/~fisher/mkfilter (http://www-users.cs.york.ac.uk/~fisher/mkfilter)) - Web based, CGI style
4. ScopeFIR/ScopeIIR - (http://www.iowegian.com (http://www.iowegian.com)) - Windows based, graphical, interactive. $300-$600 range.
5. NI LabVIEW Digital Filter Design Toolkit - (http://sine.ni.com/nips/cds/view/p/lang/en/nid/209040 (http://sine.ni.com/nips/cds/view/p/lang/en/nid/209040)) - Windows, Graphical, only works with labview ($3195.62) + Toolkit ($1035)
ASN Filter Designer (https://www.advsolned.com/asn_filter_designer/) which has a graphical interface