Method for estimating the state of charge of a cell of a battery, this method including reiterating the following steps at each successive instant k: a) acquiring a measured value y k of a voltage across the terminals of the cell and a measured intensity i k of a charging and discharging current of this cell; b) calculating, at the instant k, a prediction of the state of charge SOC k of the cell using a state model relating the prediction SOC k to a product F k *SOC k-1 and to the value y k-1 or to the intensity i k-1 measured at the instant k-1, where SOC k-1 is the state of charge of this cell at the instant k-1 and F k is a state transition matrix, this prediction of the state of charge SOC k being corrupted with a state noise the covariance of which is given by a covariance matrix Q k of the state noise; c) predicting the covariance of the error in the prediction of the state of charge SOC k from, in particular, the covariance matrix Q k-1 of the state noise at the instant k-1 and a covariance matrix R k-1 of the measurement noise at the instant k-1; d) calculating a prediction ŷ k of what the measured value y k will be at the instant k using an observation model that relates the measured value y k to a product H k *SOC k, where H k is an observability matrix, this prediction ŷ k being corrupted with measurement noise the covariance of which is given by the covariance matrix R k of the measurement noise; and e) correcting the prediction of the state of charge SOCk depending on the difference between the measured value y k and its prediction ŷ k; characterized in that this method includes setting (102, 120) values of the matrices Q k and Rk using the following relationships: Q k = [N 0 G 0, k (N 0)] -1 and R k = I, where - N 0 is an integer strictly higher than one the value of which is preset, - G 0, k (N 0) is given by the following relationship: G o, k N o = ∑ i = 0 N o − 1 F k T i H k T H k F k i - and I is the identity matrix. a) acquiring a measured value y k of a voltage across the terminals of the cell and a measured intensity i k of a charging and discharging current of this cell; b) calculating, at the instant k, a prediction of the state of charge SOC k of the cell using a state model relating the prediction SOC k to a product F k *SOC k-1 and to the value y k-1 or to the intensity i k-1 measured at the instant k-1, where SOC k-1 is the state of charge of this cell at the instant k-1 and F k is a state transition matrix, this prediction of the state of charge SOC k being corrupted with a state noise the covariance of which is given by a covariance matrix Q k of the state noise; c) predicting the covariance of the error in the prediction of the state of charge SOC k from, in particular, the covariance matrix Q k-1 of the state noise at the instant k-1 and a covariance matrix R k-1 of the measurement noise at the instant k-1; d) calculating a prediction ŷ k of what the measured value y k will be at the instant k using an observation model that relates the measured value y k to a product H k *SOC k, where H k is an observability matrix, this prediction ŷ k being corrupted with measurement noise the covariance of which is given by the covariance matrix R k of the measurement noise; and e) correcting the prediction of the state of charge SOCk depending on the difference between the measured value y k and its prediction ŷ k; characterized in that this method includes setting (102, 120) values of the matrices Q k and Rk using the following relationships: Q k = [N 0 G 0, k (N 0)] -1 and R k = I, where - N 0 is an integer strictly higher than one the value of which is preset, - G 0, k (N 0) is given by the following relationship: G o, k N o = ∑ i = 0 N o − 1 F k T i H k T H k F k i - and I is the identity matrix. - N 0 is an integer strictly higher than one the value of which is preset, - G 0, k (N 0) is given by the following relationship: G o, k N o = ∑ i = 0 N o − 1 F k T i H k T H k F k i - and I is the identity matrix.