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This paper focuses on the application of novel information theoretic tools in the area of information fusion. Feature transformation and fusion is critical for the performance of information fusion, however the majority of the existing works depend on the second order statistics, which is only optimal for Gaussian-like distribution. In this paper, the integration of information fusion techniques and kernel entropy component analysis provides a new information theoretic tool. The fusion of features is realized using descriptor of information entropy and optimized by entropy estimation. A novel multimodal information fusion strategy of audio emotion recognition based on kernel entropy component analysis (KECA) has been presented. The effectiveness of the proposed solution is evaluated though experimentation on two audiovisual emotion databases. Experimental results show that the proposed solution outperforms the existing methods, especially when the dimension of feature space is substantially reduced. The proposed method offers general theoretical analysis which gives us an approach to implement information theory into multimedia research.