There are several shields on my PCB: shield on CAN-bus, on RS485, on Ethernet, on ENCODER motor signals.
How do I correctly connect all these shields? If I use the star topology, which filters should I use?
Do you want the currents in those shields to interact? If so, use a STAR ground.
If you want best isolation, so the signals within the shields remain clean as possible, then tie each shield independently to your GROUND PLANE near the circuits that use the wires/signals inside the shields.
I guess the Ethernet shield draws 10x more current than the others. So that's where you need to be careful with the power lines. Consider how the Ethernet current can affect other components anywhere along the current path and minimize the loop area from the Ethernet shield by routing VCC and ground close to each other.
Apart from that, considering your shields are all digital, I don't think they are so sensitive to noise. A star ground might ruin more than it helps by breaking up the ground plane. Decoupling the power lines close to each shield with a capacitor between VCC and ground could be a good idea, if the shields don't already have good power decoupling.