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We examine the impact of filtering on self-homodyne coherent WDM systems using the interleaved polarization division-multiplexing scheme. To investigate the performance limit and to provide more insight into previously obtained experimental results, we perform numerical simulations in which different filter shapes and filter bandwidths are used. It is shown that with proper prefiltering of the data and filtering of the pilot tone in the receiver, performance can approach that of an intradyne system. This would make it possible to implement coherent systems with high spectral efficiency without any digital signal processing in the receiver.