CR = Carriage Return
LF = Line Feed

sed

NAME          sed - stream editor for filtering and transforming text
DESCRIPTION   Sed is a stream editor. A stream editor is used to perform
              basic text transformations on an input stream.

# DOS => UNIX
# replace every "\r" with ""
$ sed "s/\r//" infile >outfile

# UNIX => DOS
# add in every line-end (RegEx $) before \n the character \r
$ sed "s/$/\r/" infile >outfile

How to convert DOS/Windows newline to Unix newline in bash script?
sed Tutorium – Eine Einführung in sed
Useful one-line scripts for sed

tr

NAME          tr - translate or delete characters
DESCRIPTION   Translate, squeeze, and/or delete characters
              from standard input, writing to standard output.

# delete every "\r"
tr -d \r <infile >outfile