Living cells often need to extract information from biochemical signals that are noisy. We study how accurately cells can measure chemical concentrations with signaling networks that are linear. For stationary signals of long duration, they can reach, but not beat, the Berg-Purcell limit, which relies on uniformly averaging in time the fluctuations in the input signal. For short times or nonstationary signals, however, they can beat the Berg-Purcell limit, by nonuniformly time averaging the input. We derive the optimal weighting function for time averaging and use it to provide the fundamental limit of measuring chemical concentrations with linear signaling networks.