That’s possible, but each of you would need to be working in different views. If you’ve set up a filter in View A, then a collaborator logs in and changes the filter on View A, you’ll see the filter change. The collaborator would need to make a new view (View B), where the filter they apply won’t affect how you see things in View A.
However, remember that a view is simply a specific way of looking at the underlying table data. In other words, all views are operating on the same data. Any change that someone makes to a record in any view will be seen by anyone looking at any other view.
In the end, making different views for each collaborator to use only solves the view-filter-changing issue. Your collaborator will still see every change you make, even if they’re in a different view (unless the record you change doesn’t appear in their view).