He's checking if a file exists, so a simpler fix would be to use the command designed to check just that: -e (or -f).

#!/usr/bin/perl

use strict;
use warnings;

my $path='C:/dataset/';

my @sign_arr=('A1', 'A2', 'A3','A4', 'A5', 'A6', 'A7', 'A8', 'A9'); 

foreach (@sign_arr)
{
    my $filename = "$path*$_*.pkl";
    if (-e $filename)
    {print "$filename $_\n"}
    else
    {print "not found $_\n";}
}
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Update: Ack, nevermind, I didn't notice his use of *. First post of the morning, sorry.