Filter from inside the header?

I intend to have filter dropdowns and inputs just beneath the headers, is this possible?
I understand that there is no API or way to communicate with the filtering externally, but perhaps the fact that I intend to put this inside the table itself makes it more possible?

## Expected Behavior

This is an example of what I would like to achieve beneath a header:

## Current Behavior

As it is right now, I presume it's not possible to create filters beneath the headers? Please let me know if I'm wrong.

## Your Environment

N/A