FILTERING OF CONTINUOUS GLUCOSE MONITOR (CGM) SIGNALS WITH A KALMAN FILTER

In accordance with a system and/or method for monitoring an analyte concentration, a sensor signal indicative of an analyte concentration in a host may be received from an analyte sensor. The sensor signal may be filtered using a Kalman filter having process noise with a process covariance and measurement noise with a measurement covariance. The filtering may include updating a value associated with at least one of the process covariance and the measurement covariance using a value associated with one or more parameters employed in a model of the Kalman filter. A filtered sensor signal representative of the analyte concentration in the host may be output from the Kalman filter.