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We describe an experimental study to estimate energy expenditure during treadmill walking using a single hip-mounted inertial sensor (triaxial accelerometer and triaxial gyroscope). Typical physical-activity characterization using commercial monitors use proprietary counts that do not have a physically interpretable meaning. This paper emphasizes the role of probabilistic techniques in conjunction with inertial data modeling to accurately predict energy expenditure for steady-state treadmill walking. We represent the cyclic nature of walking with a Fourier transform and show how to map this representation to energy expenditure ([(V)dot]O2, mL/min) using three regression techniques. A comparative analysis of the accuracy of sensor streams in predicting energy expenditure reveals that using triaxial information leads to more accurate energy-expenditure prediction compared to only using one axis. Combining accelerometer and gyroscope information leads to improved accuracy compared to using either sensor alone. Nonlinear regression methods showed better prediction accuracy compared to linear methods but required an order of higher magnitude run time.