1. A method for integrity monitoring of a primary set (E) of measurements obtained from navigation signals sent by satellites and provided to a device ( 3 ) for integrity monitoring comprising a plurality of Kalman filters, the method comprising the steps of: definition (SET), for each Kalman filter, of a secondary set (ES 1 -ES L ) of measurements contained in the primary set (E), calculation (KAL) by each Kalman filter of a navigation solution from a respective secondary set of measurements, wherein the definition (SET) of the secondary sets (ES 1 -ES L ) respects the following principles: each measurement contained in the primary set (E) is present in at least one of the secondary sets (ES 1 -ES L ), for each p-uplet of measurements of the primary set, p being a predetermined integer greater than 1, at least one of the secondary sets (ES 1 -ES L ) does not contain said p-uplet of measurements, for each secondary set (ES 1 -ES L ), at least one of the p-uplets is excluded from said secondary set, the method further comprising the steps of: detection (DET 1 ), for each navigation solution, of at most p faulty measurements not present in the secondary set from which the navigation solution is prepared, and signalling (DET 2 ) of at most p faulty satellites in the primary set (E) from respective results of detections.