If you look at the hole the tube has to go through there are two bolts either side of it - One holds the guard brace in place and I dunno what the other is for but remove both bolts (You'll need to find slightly longer bolts to go in their place with the same thread).
Do a dummy fit by putting the exhaust tube through the hole, fitting the filter on the other side and then place the two pieces of plate (1 inch * 1 1/2 inch) either side of the exhaust tube so that they each cover one of those bolt holes and sit against the exhaust tube where they will end up being welded. Mark the outline of the pieces of plate against the tube and then pull it all out and weld them onto the tube.
Refit the whole thing and now mark out and drill the bolt holes.
Paint it if you like - I did to stop rust, then fit it.