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Virtual sensing, i.e., the method of estimating quantities of interest indirectly via measurements of other quantities, has received a lot of attention in various fields: Virtual sensors have successfully been deployed in intelligent building systems, the process industry, water quality control, and combustion process monitoring. In most of these scenarios, measuring the quantities of interest is either impossible or difficult, or requires extensive modifications of the equipment under consideration – which in turn is associated with additional costs. At the same time, comprehensive data about equipment operation is collected by ever increasing deployment of inexpensive sensors that measure easily accessible quantities. Using this data to infer values of quantities which themselves are impossible to measure – i.e., virtual sensing – enables monitoring and control applications that would not be possible otherwise.