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The way let OBIEE users, have Essbase security filters running for them, is by integrating OBIEE and EPM using Single Sign On. When, both OBIEE and EPM talk to the same Identity Store like OID/MSAD, you can set this up. For more integration steps, refer to http://www.google.com.sg/url?sa=t&rct=j&q=&esrc=s&source=web&cd=1&cad=rja&ved=0CDAQFjAA&url=http%3A%2F%2Fwww.oracle.com%2Ftechnetwork%2Fmiddleware%2Fbi-foundation%2Fhfm-sso-obiee-1112x-1835570.pdf&ei=O7ElUeCTApGzrAeelIHwCw&usg=AFQjCNE1BzMQU6Cwny-0IwcvxkfxeqlONg&bvm=bv.42661473,d.bmk
Hope this helps.