Is this something you plan to invent? I guess you can filter some large smoke particles mechanically, but I did not know it was possible to make a smoke filter without some sort of charcoal or water stage device. Electrostatic? Maybe such an invention can make you even richer.
Such filters exist already. Several inches thick, but claim to remove smoke. Guy at work has one on his heat vent at home and claims that it works well.
Basically, just tape a filter onto a box fan. Did this myself years ago and it seems to work pretty well.
Important now with the pall of smoke in the Bay Area. Need to get a filter that can remove smoke as well as dust and try that.