1. A method for calibrating coefficients of an observer of a variable state x k of a physical system from measurements y k of physical quantities of the system, wherein index k identifies an instant of measurement, the method comprising causing a sensor to measure a variable z k of the physical system at N different instants, the variable z k being a function of a state variable x k , and causing a computer to determine a vector p of coefficients that minimizes the following criterion in complying with a predetermined set Δ of one or more constraints: f ⁡ ( p ) = ∑ k = 1 N ⁢ ⁢  z k - ( x ^ k , p )  2 wherein {circumflex over (x)} k is an estimation of the variable x k built by the observer calibrated with the coefficients of the vector p at the instant k, φ is a known function that links the estimation {circumflex over (x)} k to an estimation {circumflex over (z)} k of the variable z k , ∥. .. ∥ 2 is a norm of the difference between z k and φ({circumflex over (x)} k , p), and the one or more constraints of the predetermined set Δ dictate that a trajectory of the variable z k be included in a corridor of uncertainty situated on either side of a path of the estimation {circumflex over (z)} k at least for a majority of the instants k.