It is known that a linear filter may be easily compensated with its inverse transfer function. However, it was shown that this approach could also be valid even for such a complex nonlinear system as frequency conversion. As a matter of fact, it is possible to at least partly precompensate for distortions occurring within, or even downstream from, frequency conversion crystals with a simple linear optical filter set upstream. In this paper, we give the theoretical background and derive the optimum precompensation filter from simple analytical formulas even in the case of saturation. We first show the relevance of our approach for Gaussian pulses: the pulse may be short or not and chirped or not, and the same linear precompensation filter may be used as long as saturation is not reached. We then study the case of phase-modulated pulses, as can be found on high power lasers such as lasers for fusion. We show that previous experimental results are in perfect agreement with these calculations. Finally, justified by our simple analytical formulas, we present a rigorous parametrical study giving the distortion reduction for any second and third harmonic generation system in the case of phase-modulated pulses.