If you don't have any exhaust, how do you keep your temps down, fresh air coming in, etc? I can understand not wanting a giant carbon filter, but you still need exhaust.
Also, you can use the filters to "scrub" the air in the room instead of exhaust through them. Simply hang the carbon filter in your closet with your plants, and have an inline fan sucking air through it and just recirculating it in your room. This will kill the smell with out exhausting the air.
But like I said, for a successful grow, you will need intakes and exhaust.