A method for calibrating coefficients of an observer of a variable state of a physical system from measurements of physical quantities of the system, at different instants includes measuring a variable of the physical system at several instants, the variable being a function of a system state variable, and determining a vector of coefficients that minimizes a sum of the number of measurements of a square of a norm of a vector that is the difference between the measured variable and a function of the system state variable and the vector of coefficients. The minimization is subject to a constraint that the trajectory of the measured variable be within a corridor of uncertainty on either side of a trajectory of its estimate, at least for the measurement instants.