The disclosure generally relates to continuous monitoring of an analyte by determining its change over time in the living body of a human or animal. A measurement variable value correlating with the desired concentration of the analyte are measured as the measurement signal (z.sub.t) and the change over time of the concentration is determined from the measurement signal as the useful signal (y.sub.t) using a calibration. A filter algorithm is used to reduce errors of the useful signal, which result from noise contained in the measurement signal. The filter algorithm includes an operation in which the influence of an actual measurement value on the useful signal is weighted using a weighting factor (V).