In the field of audio signal processing, analysis is an essential step which allows interactions with existing signals. In fact, the quality of transformed or synthesized audio signals depends on the accuracy over the estimated model parameters. However, theoretical limits exist and show that the best accuracy which can be reached by a classic estimator can be insufficient for the most demanding applications (e.g. active listening of music). The work which is developed in this thesis revisits well known audio analysis problems like spectral analysis, automatic transcription of music and audio sources separation using the novel ``informed'' approach. This approach takes advantage of a specific configuration where the parameters of the elementary signals which compose a mixture are known before the mixing process. Using the tools which are proposed in this thesis, the minimal side information is computed and transmitted with the mixture signal. This allows any kind of transformation of the mixture signal with a constraint over the resulting quality. When the compatibility with existing audio formats is required, the side information is embedded directly into the analyzed audio signal using a watermarking technique. This work describes several theoretical and practical aspects of audio signal processing. We show that a classic estimator combined with the sufficient side information can obtain better performances than classic approaches (classic estimation or pure coding).