A method and device are provided for filtering digital audio signals using at least one ARMA filter, particularly during a filter change. The method includes the following steps: a step of receiving a first request to change filtering to or from filtering by a first ARMA filter; and, in response to the first request, a step of gradually switching, at each of a plurality of cascaded first filtering blocks, between digital-signal filtering by a first basic filtering cell and digital-signal filtering by another associated basic filtering cell, the first basic filtering cells of the plurality of first filtering blocks factorizing the first filter.