I don't wish to rain on your parade or piss in your beer or whatever a suitable saying might be. Nevertheless, you are asking a classical format rookie question that presupposes there is a boilerplate answer to your requirements. Unfortunately that is not the case.
You say you want to _learn_ how to implement embedded software filters. Disregarding magic cookbook recipes where no learning is involved, the answer to that question is definitely rather involved - you first need to acquire the fundamentals of digital signal processing and then apply that knowledge to implement the filter. As a complete topic signal processing is a vast one, easily filling a lifetime. Fortunately digital filters can be - if not mastered then maybe at least apprenticed in less time than that. But make no mistake; it will be a considerable effort if you mean to actually understand what you are doing, instead just replicating a recipe by rote.
Assuming you wish to understand, at minimum you need to familiarize with concepts such as signal spectra, sampling (in the information theory / signal processing sense, not circuit design), discrete Fourier transform and discrete _time_ Fourier transform, finite and infinite signal sequences, the complex exponential, Laplace and Z transforms, convolution, stability and the list goes on.
I'm sure someone will comment that all of the above is not needed in order to implement a filter and maybe that is true. But then you will be cooking to a given recipe without true understanding. If that is enough then fine. If not, maybe this could be interesting:
https://www.edx.org/course/ricex/ricex-elec301x-discrete-time-signals-1032#.U9fb_vmSyPE. Bear in mind that writing the actual code will be your least issue. It is controlling the behavior of the filter that you need all the boring theory for. The link you included has some elements of theory but nowhere enough for true understanding.
But then not everyone has what it takes to acquire the true understanding - it is not easy.