DC component can't be filtered. It can only be mitigated by the symmetric PWM generation on each phase leg for upper and lower switch. Further read about the Fourier analysis of square-wave PWM.
Conceptually the proportional integral circuit works as a low pass filter for the input signal. This function is implemented by an operational amplifier, an input Resistance Ri, a feed back resistance Rf in series with a feedback capacitor Cf. Therefore its transfer characteristic H(s)= (RfCf S +1)/ Rf Cf S. Such LPF is built in the PLL to adjust the loop bandwidth and thereby the lock in frequency and the settling time.