For a filter to be a HEPA filter, it must remove 99.97% of particles over 0.3 µm from the air that passes through it.
HEPA air filters are the best at removing airborne particles, but they may restrict the airflow to the HVAC system too much or be too large to fit the space intended for them. Fixing this problem will probably require a retrofit done by a heating and cooling professional. A HEPA air filter for an electric-fired boiler system costs $100 to $300.
Costs vary greatly by region (and even by zip code). To get free estimates from local contractors, please indicate yours.