Method for filtering with zero latency and associated devices

A method for filtering a numerical input signal sampled at a sampling frequency in order to obtain a filtered signal, the method including the steps of:

• supplying an input signal,
• transmitting the input signal over two processing channels,
• obtaining a first output signal by carrying out first operations on the first processing channel, the first operations including at least an application of a discrete Fourier transform to M/2p points on a signal coming from the input signal, p being an integer equal to or greater than 1 and an application of an inverse discrete Fourier transform to M/2p points on a signal in order to obtain M points of a spectrum of this signal, M being an integer greater than 2,
• obtaining a second output signal by carrying out second operations on the second processing channel, the second operations including at least an application of a shift by M/2 points to a signal coming from the input signal, then an application of filtering involving a discrete Fourier transform to M/2p points on the shifted signal, and
• adding the outputs of two processing channels;
• wherein the method includes carrying out at least the step for application of a plurality of values of p.