How to filter almost periodic noise?
I think you have a difficult problem here. Smoothing you signal (for example, with a moving average) probably won't help you. I guess you could try passing your signal through a narrowband notch filter whose notch center frequency is the frequency of your unwanted pulses. MBaz is correct. To think about an appropriate filter means you'd have to know what your signal looks like if it were not contaminated by those unwanted pulses. For example, does your uncontaminated signal look like the following?



I realize I'm not answering your question in any meaningful way, but I was thinking: I assume your noisy signal is the output of an A/D converter sampling an analog voltage signal that's badly contaminated by some sort of electrical noise, some electrical interference. Instead of eliminating the noise in the digital samples I think you should do everything you possibly can to eliminate the electrical noise in your original analog signal.

Dec. 12, 2015 Update based on Vlad's Comment:
@Vladimir: Ah, interesting! What you wrote makes much sense. Those pulses are not noise contamination, they are part of your signal. To attenuate those pulses, three things off the top of my head:

[1] I'd like to see the result of applying your signal to a moving average process.

[2] Although I have no meaningful experience with such a filter, I wonder what would be the result of applying your signal to a median filter.

[3] There's a scheme in the "DSP Tricks" chapter of my DSP book describing how to attenuate very narrow impulsive noise in a signal. I don't know if that scheme would be useful with regard to your pulses but who knows? If you'd like me to send you information on this scheme, send me a private e-mail at: R_dot_Lyons_@_ieee_dot_org.