Here I will describe a project I built about a year ago, with a led strip (RGB), where the different colors in the strip will turn higher/lower by the different frequencies of a sound wave coming from a microphone. The red leds are controlled by the low frequencies (bass), the green by the mid frequencies and the blue by the high frequencies.
The full article, step-by-step, can be found here:
http://www.whatimade.today/lets-make-some-signal-processing-with-an-arduino/

If any of you want to share some theoretical information about FIRs and different filter windows I'll be happy to add it as an appendix and give you the credit.

Also, This was the first code I ever wrote in C++ style so it is a big mess - if any of you like to re-write it I will also be happy to give you the credit on my post. :P