I just got a power line filter for my empeg. Alternator whine. Should a power line filter be connected to the yellow or the orange wire on the empeg wiring harness?

The filter has 3 wires. 1 is for power from car 1 is for power to HU and the 3rd is for ground. Still not sure if I should splice that into the ground that is hooked to the mpeg or find my own ground...