1. A method for processing a digital audio signal intended to be reproduced by an equipment including an electrodynamic loudspeaker whose overall response as a function of the electrical signal applied to its terminals is defined by a set of electrical, mechanical and acoustical parameters, the method comprising: a) the determination of an observation vector comprising only measurements of electrical parameters, with: a measurement of the voltage (U) at the loudspeaker terminals, and a measurement of the current (i) through the loudspeaker; b) the determination of a state vector (X) by application of the voltage and current measurements to a predictive filter estimator incorporating a representation of a dynamic model of the loudspeaker, this predictive filter being an extended Kalman filter adapted to: operate a prediction of the state vector (X), and readjust this prediction by calculation of an estimate of the voltage (Uest) based on the state vector and on the current measured and comparison of this estimate to the voltage measurement (U mes ); and c) the application to the audio signal of a processing that is a function of the state vector (X), characterized in that the components of the state vector comprise: values of linear parameters of the loudspeaker response comprised in the group: electrical resistance (R e ) and mechanical strength (R eq ), and polynomial coefficients of nonlinear parameters of the loudspeaker response comprised in the group: force factor (Bl 0 , Bl 1 , Bl 2 ), equivalent stiffness (K eq0 , K eq1 , K eq2 ) and electrical inductance (L e0 , L e1 , L e2 , L e3 , L e4 ).