[filters] Add throttle_with_priority (#5186)

Author: kbx81

components/sensor/index.rst

@@ -156,6 +156,11 @@ Filters are applied in the order they are defined in your configuration.
           send_every: 15
       - throttle: 1s
       - throttle_average: 1s
+      - throttle_with_priority:
+          timeout: 1s
+          value:
+            - 42.0
+            - 43.0
       - heartbeat: 5s
       - debounce: 0.1s
       - timeout: 1min
@@ -209,6 +214,8 @@ Filters are applied in the order they are defined in your configuration.
 
 .. include:: sensor-filter-throttle_average.rst
 
+.. include:: sensor-filter-throttle_with_priority.rst
+
 .. include:: sensor-filter-timeout.rst
 
 .. include:: sensor-filter-to_ntc_resistance.rst

components/sensor/sensor-filter-throttle_with_priority.rst

@@ -0,0 +1,17 @@
+``throttle_with_priority``
+**************************
+
+Throttle the incoming values unless they match a prioritized value. When this filter gets an incoming value, it first
+checks if it matches one of the prioritized values. If so, the value is passed through immediately. Otherwise, it
+checks if the last incoming value is at least ``specified time period`` old. If it is not older than the configured
+value, the value is not passed forward.
+
+.. code-block:: yaml
+
+    # Example filters:
+    filters:
+      - throttle_with_priority:
+          timeout: 1s
+          value:
+            - nan
+            - 0