You don't really say what your level of experience is with embedded SW dev. If you don't already have a good working familiarity with an embedded architecture (ARM, a DSP, or otherwise), you'd be crazy to dive into writing DSP code as a "gateway drug". I strongly endorse the initial reply, to "do it in Octave first," except in place of Octave, I might prefer Python with numpy/scipy. Whatever is most comfortable for you. But you really want to get things working in an enviroment where you can plot waveforms on the screen, halt, single-step, and debug at will. None of that is easy on an embedded target when you are sampling signals in real time.