Can we filter out harmonics of VFD, UPS etc.?

It is possible. However, UPS, VFD etc. manufacturer's follow the IEEE519 recommendations for the allowable I & V limits. Generally, the user must specify for the requirements of IEEE519. But, there will be other Non-Linear loads are not only Electronic Converters but also Ferromagnetic Devices e.g. Mag. Ballasts, Trafo's, Mag. Circuits etc. and Arcing Devices e.g. Arc Furnace, Fluo. Lights etc. These Non-Linear Loads produce Harmonics which are classified as Excursion and flow where there is least reluctance path is available. Hence, they are serious and create lot of nuisance problems. Generally, large electronic converter manufacturer's follow IEEE519 standards unless it is specified but other Non-Linear loads manufacturer's do not follow the IEEE519 limitations and hence the user must consider the Harmonics Filter.

To solve your harmonic problems, conduct Harmonic Measurements and install Harmonic Filters. Harmonics not only cause pollution in power supply but also create vibrations/noise in the variable frequency drives (VFD). With proper active filtration these harmonics can be avoided. In VFDs the harmonics induces high voltage in the input to motors to cause insulation failure. The best method to remove harmonics from the UPS is to use PWM technology. Use of VFDs should be done cautiously and it is to be ensured that total load of VFDs & other non-linear loads should not more than 20% of transformer capacity.

If you want a pure sine wave output, you have to spend some money. Most VFDs are 6 pulse, they have 3rd (transformer delta will eliminate), 5,7,11,13,17,19 etc. A more expensive 12 pulse VFD will have fewer harmonics. An 18 pulse VFD will have even less. It is a question of money. IEEE 519 is based on how much crappy power you can force feed your utility company. It is not a great standard.

Remember to oversize everything by 23% to account for harmonics and their losses. Harmonics are ideal current sources, filters and resistive loads provide a sink for the current before it turns into harmonic voltages. Many VFDs are only 519 certified for non-harmonic power. You dump crappy voltage onto them, and the VFDs will multiply the affect. Also pay attention to voltage regulation. VFDs and filters are very sensitive to voltage fluctuations.