Particles that are airborne range in size from pollen and house dust down to minute particles like diesel particulates. The effect that these particles have on the person breathing them in and the way of removing them from the air you breath differs depending on their size.
Over a certain size particles can be airborne by the wind but will fall to the ground when the air is still. These particles are not a problem generally since they are trapped by the hairs in your nose as a general rule.
Particles that are between 0.3 and 3 microns in size such as pollen, house dust and larger dust mite faeces can remain airborne and when inhaled can cause an allergic reaction. These particles can be removed by a HEPA type filter which has a capacity to capture 99% of particle of this size.
A True HEPA filter is made to remove 99.97% of particles down to 0.3microns. Particles of 0.3 microns are small enough to pass through the lining of your lungs into your blood stream. Particles of this size can include dust mite faeces that have fractured into small particles and diesel particulates that are made up of the soot from the exhaust of diesel engines.
Another type of efficient particulate filter is an electrostatic filter. This filter has a negative charge so that possitively charged particles are attracted to the filter and are trapped by the magnetic charge.