Programming by example allows users to create programs without coding, by simply specifying input and output pairs. We introduce the problem of digital signal processing programming by example (DSP-PBE), where users specify input and output wave files, and a tool automatically synthesizes a program that transforms the input to the output. This program can then be applied to new wave files, giving users a new way to interact with music and program code. We formally define the problem of DSP-PBE, and provide a first implementation of a solution that can handle synthesis over commutative filters.