Related record Filtration of Sub grid Inline Lookup in MSCRM 2015 Online

Hi

I have a requirement in which I want to filter sub grid lookup with related records in MSCRM 2015 online. On Case entity, I have a lookup of Entity A and Grid of Entity B. Entity B records are also having lookup of Entity A. Now when I will select lookup value of Entity A on Case entity, I want to filter sub grid lookup of Entity B as per that selected value of entity A.
Please suggest as related record filtering is not working on that.