Electronic – Correctly choose circuit decouplers and filters and schematics advice

A capacitor's impedance is frequency dependent.

\$Z_c = \frac {1}{j \omega C} \$

Capacitor impedance is inversely proportional to C.

If you look at a datasheet, you might see something like this (sometimes you have to dig through the manufacturers website)

If you look at the 100nF curve, you can see that as frequency increases, its impedance decreases. Fantastic. But wait... It's rising again at 20-30Mhz. That's what we would expect from an inductor.

Well..

A real capacitor can be modeled as a series capacitor, resistor and inductor. That rise that you see at that frequency means that the parasitic inductance is now the dominant term.

If you have a capacitor strapped across your rails, if you get any high frequency noise in there, the capacitor will look like a pretty good path to ground since its impedance is so low relative to the load. Different capacitors can handle different frequency ranges but typically low value caps decouple/filter high frequency (eg 1nF curve above) and higher value caps decouple/filter lower frequencies (eg 100nF curve)

First, let's break down this circuit and see what it's actually doing. L2 is feeding C10 and C11, for the AVdd net, probably for some analog stuff. L1, C12, and C13 are doing the same thing for the DOVdd net, probably digital IO. These have nothing to do with the regulator other than they share a common power source.

That leaves the regulator itself. L3 and C14 form an LC filter on the input with a corner frequency of almost 88kHz. That may, or may not be particularly useful, hard to say without knowing the rest of the design. The same thing is happening on the output. L4, which is actually a ferrite bead, forms an LC filter with C15 and C16. Since a ferrite bead is only inductive to a certain point, that corner frequency could be from here to the moon. This is poor practice. The output cap needs to be right next to the regulator. Having that ferrite bead in between the regulator and output cap could result in poor output stability. If you must filter the output, this way, put an actual LC filter after the the output cap. For a linear regulator, that's not usually necessary, but a SMPS, it can be essential. Use ferrite beads along with the decoupling caps for power feeds to ICs where it makes sense to do so.

Can i change voltage regulator and maintain same inductors value?

You could, but lower the corner frequency would be preferable.

If i change capacitors value, like from 0.1uF and 10uF to 0.01uF and 2.2uF like i see in other type of power supply of the same module, it change significantly the filter frequencies?

The corner frequency has to change, physics and all. Whether or not that matters depends entirely on the application.

Instead of use 3 inductors, if i use multiple voltage regulators, can replace them with only 1 inductor at the power supply?

If you want to keep the LC filters and have multiple regulators, it would be pointless to only have one inductor. You wouldn't have an LC filter at that point.

If i want to place a decoupling capacitor for this circuitry, which value should i use? and which footprint dimension(SMD)?

The input cap is effectively the decoupling cap for the regulator. The datasheet recommends 1uF on the input and output. These should be ceramic and physically close to the regulator. It's also good practice to put some bulk capacitance, 10uF is reasonable starting place for a lot of applications.