Can we place column Filter widget in headers of each column instead of top of..

prats

Hi I have used columnFilter widget in html page for individual column filtering and placed it using sDom parameter but now I want to place it into header, actually I am not able change it's css position individually according to position of respective column,so is it possible, if not then suggest any other option for multi select dropdown list for filtering.Thanks.
"sDom": 'B<"clear">Wfrtip'