The present article describes the main aspects of the fundamental research carried out to evaluate and develop the most appropriate computer tools needed to help coal power plant operators to improve heat rates and limit NO, emissions. Work has specially focused on: (i) Analysis and experimentation of new systems for characterising and monitoring the operation of boilers; (ii) Use of cutting-edge mathematical algorithms and development of new computer tools finally implemented into the optimisation system; (iii) Development of a brand new philosophy behind the modelling process. The system is currently installed at Compostilla Power Station, belonging to ENDESA. Thanks to the recommendations of this novel approach, heat rate has been reduced over 1% and NOx emissions over 30%.