Peltier current control

That is Apple software I think.

No it is for the arduino:-
http://reprap.org/wiki/Teacup_Firmware

should I use a resistor capacitor filter to smooth the pwm out.

If you do it on the gate side of the FET then you send it into linear mode and it will get very hot. If you do it on the load side of the FET then you will need an absolutely huge capacitor with a ginormous current ripple rating.