A method for attenuating electromagnetic interference in an AM radio signal received by a radio receiver, so as to produce a filtered radio signal Zn defined by Zn=WnTYn at the time n, where Yn is a vector the components of which correspond to the radio signal received by a first antenna and to a second signal received by a second antenna connected to the source of interference, respectively, and Wn is a vector the components of which correspond to the complex coefficients of an impulse response filter, with: Zn=w1,n·y1,n+w2,n·y2,n, by the introduction of a correlation between the real and imaginary parts of the complex coefficients. The complex coefficients being expressed in polar coordinates, so that w 1 , n = g 1 , n ⁢ e j ⁢ ⁢ 2 ⁢ πθ 1 , n ⁢ ⁢ and ⁢ ⁢ w 2 , n = g 2 , n ⁢ e j ⁢ ⁢ 2 ⁢ πθ 2 , n , and of the implementation of a predetermined iterative algorithm configured to determine the g1,n, g2,n, θ1,n and θ2,n able to minimize the following cost function: J CPA = E ⁢ {  z  z n  - 1  2 } = E ⁢ { e j ⁢ ⁢ θ ⁢ ⁢ z n - 1 } .