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This paper constructs the framework of the reproducing kernel Hilbert space for multiple kernel learning, which provides clear insights into the reason that multiple kernel support vector machines (SVM) outperform single kernel SVM. These results can serve as a fundamental guide to account for the superiority of multiple kernel to single kernel learning. Subsequently, the constructed multiple kernel learning algorithms are applied to model a nonlinear blast furnace system only based on its input-output signals. The experimental results not only confirm the superiority of multiple kernel learning algorithms, but also indicate that multiple kernel SVM is a kind of highly competitive data-driven modeling method for the blast furnace system and can provide reliable indication for blast furnace operators to take control actions.