No, there is no way to apply a filter to a specific section of a component (such a column that displays a KPI), you can only do it to full components (like a table).
If I may suggest an alternative, you might be able to modify the KPI to include the filter within it to avoid the need of the filter. For instance, lets say that your KPI is counting the number of cases CUNT_TABLE("EKPO") and you want to filter only those cases whose EBELN starts with a 1. You can change the KPI by embedding it in a CASE WHEN such as:
SUM(CASE WHEN
"EKPO"."EBELN" LIKE '1%'
THEN 1
ELSE 0
END)
Could that trick be used to solve your problem? Otherwise, please reach out again and maybe we can find a common solution to your specific problem.