A client had this issue today with PO 9.3B. When I did as suggested above and logged in as SYS, I was able to see a filter that was created as private but the user id entered did not exist. Even as SYS, I was not able to delete it. I even tried creating the user id and then going back in and attempting to delete as SYS and also tried logging in as the new user id and deleting it there. No error message or anything. The delete just didn't remove it.
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Dan Desautels
DezTek Solutions Inc.
Thunder Bay, ON