How to add custom bad word filter?

I want to add specific message filter to chat. This filter checks message from user. If message does not fit rules then error message is appeared on chat page, original message is left in input field and is not shown in chat.

I already have filter function. This function gets message string and returns error message. If error message is empty then user`s message fits rules.

Please, explain me how to add this filter to Chat Room module? Is it possible? Is it difficult? In what function or line of code I should add filter call?