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Much work has been done in the field of physical modelling in order to digitally simulate the propagation of acoustical plane waves in waveguides. In most of the work, the acoustical assumptions taken into account result in the linear behaviour of the waveguides; the acoustical wave speed can be considered as constant and independant from the local acoustical pressure. But for some wind instrument (e.g. the trombone), the acoustic pressure is so high that the linear assumption is no longer valid. In this case the model must include the nonlinear propagation. This paper presents a new nonlinear filter for simulating the nonlinear propagation in digital waveguides.