This paper describes the application of a novel Bayesian estimation techniq
ue to extract the structural components, i.e., trend and daily patterns, fr
om blood glucose level time series coming from home monitoring of insulin d
ependent diabetes mellitus patients. The problem is formulated through a se
t of stochastic equations, and is solved in a Bayesian framework by using a
Markov chain Monte Carlo technique. The potential of the method is illustr
ated by analyzing data coming from the home monitoring of a 14-year old mal
e patient.