1. I am using STM32 - 32 bit cortex M3, it has separate analog & digital supply pins.
2. Datasheet says :

VDDA and VSSA must be connected to VDD and VSS, respectively.


3. Since I have 12 analog channels connected , so avoid any digital noise to come in analog signal can I connect a inductor = 10uH & cap = 0.1uF (as filter) between AVDD & DVDD.

4. Can I do so?

Edit: Or can I connect a separate 3.3V regulator for both VDD & AVDD with common ground.
But this I think won't work as datasheet saya they must be connected together

 

They must be connected together and you want to do that at one and only one point. That keeps digital currents out of the analog circuitry.

Do it wrong and you can add all the inductors and caps you want and the problem may still be there.

Google "star ground".