Method and System for providing a signal from an insulin pump, artificial pancreas, or another insulin delivery device as a source of information for improving the accuracy of a continuous glucose sensor (CGS). The effect of using insulin information to enhance sensor accuracy is most prominent at low blood glucose levels, i.e. in the hypoglycemic range, which is critical for any treatment. A system for providing a filtering/state estimation methodology that may be used to determine a glucose state estimate at time t-τ. The estimation may be extrapolated to some future time t and then the extrapolated value is used to extract the blood glucose component. The blood glucose component of the extrapolation and the output of the CGS are weighted and used to estimate the blood glucose level of a subject.