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Due to complex dynamic characteristics of the ball mill system, it is difficult to measure load parameters inside the ball mill. It has been noticed that the traditional single-model and ensemble-model based soft sensor approaches demonstrate weak generalization power. Also, mill motor current, feature subsets of the shell vibration and acoustical frequency spectra contain different useful information. To achieve better solutions and overcome these problems mentioned above, a selective ensemble multisource information approach is proposed in this paper. Only the useful feature subsets of vibration and acoustical frequency spectra are portioned and selected. Some modeling techniques, such as fast Fourier transform (FFT), mutual information (MI), kernel partial least square (KPLS), brand and band (BB), and adaptive weighting fusion (AWF), are combined effectively to model the mill load parameters. The simulation is conducted using real data from a laboratory-scale ball mill. The results show that our proposed approach can effectively fusion the shell vibration, acoustical and mill motor current signals with improved model generalization.