This paper is aimed at constructing the linear shaping filter that provides the fixed mean anisotropy level of its output signal. We describe one of the possible solutions to this problem. First, we construct the shaping filter for SISO system. The problem solution is reduced to a solvability condition for some algebraic quadratic equation. Then we expand the solution to MIMO system. At the end of the paper we give a numerical example illustrating our method. We discuss the possibility of the problem solution relative to some fixed mean anisotropy level.