Algorithm 1 Meal Detection and Estimation Algorithm

Require:$\mathbf{X}=\{\mathbf{G},\mathbf{I},\mathbf{M}\}$, $ϵ$

Ensure: Output meal size, $m_E$

Initialise model parameters $\theta$ from memory

$N\leftarrow 2$

for $t\in 28,...,T$ do

$[{\mathbf{y}}_u,{\mathbf{y}}_m,{\mathbf{y}}_l]\leftarrow$ $f\left(\mathbf{X}\right|\theta )$

Compare ${\mathbf{y}}_u$ and ${\mathbf{y}}_{CGM}$

Let k be number of samples where ${\mathbf{y}}_u$< ${\mathbf{y}}_{CGM}$

if k > N AND $\Delta$BG/$\Delta$t ≥ 1 then         ▹ Activate meal detection

$m_E\leftarrow 0$

$error\leftarrow \mathtt{Abs}({\mathbf{y}}_m\left(t\right)-{\mathbf{y}}_{CGM}\left(t\right))$

while error $>ϵ$ AND $m_E<m_{MAX}$ do      ▹ Perform meal estimation

if fine_search then

$m_E\leftarrow m_E+1$

else

$m_E\leftarrow m_E+10$

end if

$\mathbf{M}\leftarrow m_E$

$[{\mathbf{y}}_u,{\mathbf{y}}_m,{\mathbf{y}}_l]\leftarrow$ $f\left(\mathbf{X}\right|\theta )$

$error\leftarrow \mathtt{Abs}({\mathbf{y}}_m\left(t\right)-{\mathbf{y}}_{CGM}\left(t\right))$

if error $\le ϵ$ then

$m_E\leftarrow m_E-10$

Activate fine_search

end if

if verify appropriate glucose dynamics then

$m_E\leftarrow 0$     ▹ Discard meal estimate

break

end if

end while

else

$m_E\leftarrow 0$

end if

end for