In order to transform an input digital signal (x.sub.n) into one or more output digital signals (y.sub.n) containing even-indexed samples (y.sub.2n) and odd-indexed samples (y.sub.2i+n), this filtering method includes at least one iteration which contains an operation of modifying even-indexed samples (y.sub.2n) by a function (R) of weighted odd-indexed samples (y.sub.2n+1), and an operation of modifying odd-indexed samples (y.sub.2n+1) by a function (R) of weighted even-indexed samples (.beta..sub.0,j(y.sub.2n-y.sub.2n+2)). The weighted samples are obtained by at least one weighting operation. At least one of the weighting operations is applied to the difference between two consecutive even-indexed samples.