A method for filtering the signals arising from a sensor assembly (EC) comprising at least one measurement sensor for measuring a vector physical field which is substantially constant over time and in space in a reference frame, said sensor assembly (EC) being tied in motion to a moving frame, moving in the reference frame, the method comprising the steps consisting in: applying a first transformation (T1) to the measurements of a measurement sensor of the sensor assembly (EC) which are provided in the moving frame, to a pseudo reference frame, with the aid of a first change-of-frame operator (R(t)) by rotation between the moving frame and the pseudo reference frame; and applying a filtering (FILT) to the measurements thus transformed in the pseudo reference frame; and applying a second transformation (T2), the inverse of said first transformation, to the measurements filtered by said filtering (FILT), from the reference frame to the moving frame, with the aid of a second change-of-frame operator (R−1(t)) by rotation between the pseudo reference frame and the moving frame, the inverse of said first operator (R(t)).