How to get a name of the previous filter in the pipeline?

The file name of a reader is not passed as vtkInformation. You might be able to traverse your pipeline back to the source from the current filter with something like

vtkAlgorithm* input = this;
vtkAlgorithmOutput* conn = nullptr;
do
{
  conn = input->GetInputConnection(0,0);
  if (conn)
  {
    input = conn->GetProducer();
  }
} while (conn);

the cast the final vtkAlgorthm to the reader type and access the FileName member from it.