Yes, Arsenal works with most filters. The main factor is whether Arsenal can "see" the scene to perform its calculations.
Certain types of filters will prevent Arsenal from functioning well. For example, strong ND filters can block too much light from reaching the sensor during "live view". To assess this, enable live view on your camera when the lens attached and see how the image appears.
We haven't tested Arsenal with every filter yet. If you run into issues with a specific filter, please email us at firstname.lastname@example.org so we can improve this article.