Well, this ain't easy to answer ... without knowing your dashboard(s) and your "filter values" (where they come from - which object? Do you use (a) input field(s) or dropdown, radio, ...?)
In Simple XML it's very hard to get control of objects and the code.
You have to investigate, which id's in the code are used for that object.
E.g.: if you use (only) one (or the first) input field in that dashboard, the id would be "field1". So you can access that via JQuery and set the cookies depending on that (changed) value - done with an event handler. And get the cookie and set the input value.
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