Which come first, PCA, FFT, filtering
Functionally PCA, FFT could be interchanged without changing anything.  

e.g.

[U,~,~] = svd(A);
[FU,~,~] = svd(fft(A));


fft(U) and FU are the same (up to an arbitrary phase rotation)

However, it may help speed to do BPF first, then FFT, and discard the stopband to reduce dimensionality before doing PCA.