1. A method for providing a best estimate of glucose level in real time comprising the acts of: obtaining a measurement which is a function of glucose level, wherein noise associated with the measurement is within limits of a predefined measurement uncertainty; supplying the measurement to an extended Kalman filter in real time, wherein the extended Kalman filter has a dynamic process model, a dynamic measurement model, a state vector with at least one element corresponding to glucose level, and an error covariance matrix of the state vector; and determining the best estimate of glucose level in real time using the extended Kalman filter.