Along with our new Trane xli21L we had the Trane CleanEffects 1200 whole house filter installed. My wife swears that when sunlight is shining through the living room windows, we do not seem to have anywhere near as much floating dust particles visible as before.
Not hardly a scientific measure, but she says she feels better. As for me, I can't feel any difference from our previous heat-pump with 4 inch filter and this filter.
Back in '75-77 we were stationed in Ankara, Turkey (USAF). Due to the extensive use of coal for heating in all the buildings and the fact that the city is like in a bowl, surrounded by mountains, level of pollution during winter is one of the highest in the world. The AF issued us electronic precipitators and they did a pretty good job at filtering large coal particles in the air. We had to wash the filters in running water and you could see the blackish water running out. Whenever it snowed, you could see the coal particles in the snow flakes. Must of the time the snow flakes where grayish, instead of pure white.
Nice place during summer, but glad we got out of there without any serious respiratory problems, after being there for two whole years.