Is that mesh on your shutters what you are considering the air filter?

While it looks like it'll keep out bigger debris it won't do anything for filtration purposes. You want to find a home furnace filter style filter sized for that opening. Personally, I'd recommend some form of a washable electrostatic filter since you can get them made to size and they allow for decent airflow compared to big box store furnace filters. They do cost a little more and require cleaning but you won't have to buy disposable filters all the time.

Another thing to keep in mind is that adding these filters will cause drag in your system in terms of airflow. IE the higher the efficiency of the filter the more it restricts airflow through it. This usually means you'll need to compensate by increasing your intake throughput.