We present a non-linear dynamical system for modelling the effect of drug infusions on the vital signs of patients admitted in Intensive Care Units (ICUs). More specifically we are interested in modelling the effect of a widely used anaesthetic drug (Propofol) on a patient's monitored depth of anaesthesia and haemodynamics. We compare our approach with one from the Pharmacokinetics/Pharmacodynamics (PK/PD) literature and show that we can provide significant improvements in performance without requiring the incorporation of expert physiological knowledge in our system.