中文说明：基于matlab平台实现,详细画出了时域和频域的相关图，多目标跟踪的粒子滤波器，信号维数的估计，模式识别中的bayes判别分析算法，包括主成分分析、因子分析、贝叶斯分析。
English Description：
Based on the MATLAB platform, detailed drawing in time domain and frequency domain correlation and particle filter multi-target tracking, estimation of signal dimensions, Bayes discriminant analysis algorithm in pattern recognition, such as principal component analysis, factor analysis, Bayesian analysis.