A method is provided for detecting the presence of an anomaly within an observed physical signal. The observed signal includes an addition of a physical disturbance signal and a reference signal. The anomaly is relative to a change in the behavior of the reference signal compared with a first tolerance value. Such a method includes: determining a time span having at least one moment of interest; detecting the presence of the anomaly within the observed physical signal during the time span by conducting a hypothesis test using the first tolerance value, a first rate of tolerated false alarms, and data obtained from processing the observed signal.