This study focuses on estimation of NOx emission and selection of input parameters for a coal-fired boiler in a 500MW power generation plant. Careful selection of input parameters is required not only to improve accuracy of the estimation, but also to reduce the model dimensionality. The initial operating input parameters are determined based on operation heuristics and accumulated operation knowledge; the essential input parameters are selected by sensitivity analysis where the performance of the estimation model is assessed as one or some input parameters are successively eliminated from the computation while all other input parameters are retained. From the sequential input selection process, less than ten input parameters survived out of 36 initial input parameters. Auto-regressive moving average (ARMA) model, artificial neural networks (ANN), partial least-squares (PLS) model, and least-squares support vector machine (LSSVM) algorithm were proposed to express the relationship between the operating input parameters and the content of NOx emission. Historical real-time data obtained from a 500MW power plant coal-fired boiler were used to test the proposed models. It was found that principal components analysis (PCA) enhances the estimation performance of each model. Among the four proposed estimation models, the LSSVM model coupled with PCA scheme showed the minimum root-mean square error (RMSE) and the best R-square value.