Unable to create a Filtered Index on a Computed Column
Unfortunately as of SQL Server 2014, there is no ability to create a Filtered Index where the Filter is on a Computed Column (regardless of whether or not it is persisted).

There has been a Connect Item open since 2009, so please go ahead and vote for it. Maybe Microsoft will fix this one day.

Aaron Bertrand has an article that covers a number of other issues with Filtered Indexes.