An iterative precoding method for a TDD data transmission system includes a transmitter provided with N transmit antenna(s) (N≧1), and a receiver provided with M receive antennas (M≧2). A series of precoders Ln (n≧0) is defined. Each iteration includes: the transmitter takes account of a predetermined value n=n0 if it is the first iteration, or else a value of n obtained during the preceding iteration; the transmitter sends a triplet of pilot signals precoded with the precoders Ln, Ln+1, and Ln+2 to the receiver; the receiver estimates the triplet (Tn, Tn+1, Tn+2) of total data rates that can be achieved corresponding respectively to (Ln, Ln+1, Ln+2), and deduces therefrom the value of a control command p; the receiver sends a signaling message specifying the value of the control command p; and on receiving the signaling message, the transmitter updates the value of n, by replacing it with the value (n+p).