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On-line measurement of engine NOx emissions is the object of a substantial effort, as it would strongly improve the control of CI engines. Many efforts have been directed towards hardware solutions, in particular to physical sensors, which have already reached a certain degree of maturity. In this paper, we are concerned with an alternative approach, a virtual sensor, which is essentially a software code able to estimate the correct value of an unmeasured variable, thus including in some sense an input/output model of the process. Most virtual sensors are either derived by fitting data to a generic structure (like an artificial neural network, ANN) or by physical principles. In both cases, the quality of the sensor tends to be poor outside the measured values.