Filtering won't make any difference. The stink needs to be determined and corrected.
If it is just H2S (rotten egg smell), splash racking may help. It is the word "burnt" that could be a more serious problem.
In a half cup of the wine put in 3 or 4 very shinny, non-oxidized pennies. Stir the wine for 3 or 4 minutes. If the smell lessens and the taste is better, it is H2S.
H2S can be corrected by a product called Reduless. Or, placing a solid copper pots & pan scrubbing pad, found in any super market, in with the wine for a week or so can help. Another method is stirring with a copper pipe. The wine will need to be racked afterward. Letting the wine splash while racking (called splash racking) will help, but it can result in the wine becoming oxidized, so be careful. The splashing will allow the H2S to sort of blow off.
Just make sure anything that touches your wine is clean and sanitized.