This error, is normal if you want to add a disk or partition to LVM and was previously used.
For example, below I was trying to add /dev/sdb1 to LVM:

13:59:10 root@eeny:~# pvcreate /dev/sdb1
  Device /dev/sdb1 excluded by a filter.

When you see this, usually a disk wipe can fix it.
!!! WARNING - THIS WILL DESTROY YOUR DATA SO BE SURE YOU DO NOT NEED ANYTHING ON THIS DRIVE BEFORE EXECUTING THIS COMMAND !!!

14:03:07 root@eeny:~# wipefs -a /dev/sdb
/dev/sdb: 8 bytes were erased at offset 0x00000200 (gpt): 45 46 49 20 50 41 52 54
/dev/sdb: 8 bytes were erased at offset 0x3a3817d5c00 (gpt): 45 46 49 20 50 41 52 54
/dev/sdb: 2 bytes were erased at offset 0x000001fe (PMBR): 55 aa
/dev/sdb: calling ioctl to re-read partition table: Success

I have recreated the partitions, executed pvcreate command and the same error:

14:06:09 root@eeny:~# pvcreate /dev/sdb1
  Device /dev/sdb1 excluded by a filter.

Time to dig in deeper so I ran pvcreate comand with "-vvv".
This command have a lot output so I have removed everything but what caught my attention:

14:08:00 root@eeny:~# pvcreate /dev/sdb1 -vvv
[...]
md filter full 1 excluding md component /dev/sdb1
[...]

Indeed, this disk has been used previously in a mdadm raid array but I thought wipefs command will remove this also. It turns out it does not.
So, I was stuck. Usually I dig more but I do not have always the time for it so what I did was a bit unconventional but it worked.
I have formated partition as btrfs, which specified I need to run it with "-f" because there is an existing filesystem as linux raid member, and then I added it to LVM.

4:35:26 root@eeny:~# mkfs.btrfs /dev/sdb1
btrfs-progs v4.20.1 
See http://btrfs.wiki.kernel.org for more information.

/dev/sdb1 appears to contain an existing filesystem (linux_raid_member).
ERROR: use the -f option to force overwrite of /dev/sdb1

14:35:34 root@eeny:~# mkfs.btrfs -f /dev/sdb1
btrfs-progs v4.20.1 
See http://btrfs.wiki.kernel.org for more information.

Label:              (null)
UUID:               9694152c-b1b0-4010-8119-e885a3eadec4
Node size:          16384
Sector size:        4096
Filesystem size:    1000.00GiB
Block group profiles:
  Data:             single            8.00MiB
  Metadata:         DUP               1.00GiB
  System:           DUP               8.00MiB
SSD detected:       no
Incompat features:  extref, skinny-metadata
Number of devices:  1
Devices:
   ID        SIZE  PATH
    1  1000.00GiB  /dev/sdb1

14:35:48 root@eeny:~# pvcreate /dev/sdb1
WARNING: btrfs signature detected on /dev/sdb1 at offset 65600. Wipe it? [y/n]: y
  Wiping btrfs signature on /dev/sdb1.
  Physical volume "/dev/sdb1" successfully created.

And success :)