最近看了PCA主成分分析，其中KL变化是其中的一种方法

具体的原理我转载了以下文章

http://blog.csdn.net/kingskyleader/article/details/7734710

先贴一记代码

clear all;
close all;
N=500;
for i=1:Nx1(1,i)=-2+0.8*randn(1);x1(2,i)=-1+0.9*randn(1);x1(3,i)= 2+0.7*randn(1);x1(4,i)=-1+1.5*randn(1);x1(5,i)=-1+1.4*randn(1);x1(6,i)=-2+1.1*randn(1);
end;
for i=1:Nx2(1,i)= 1+0.9*randn(1);x2(2,i)=-2+0.7*randn(1);x2(3,i)=-2+0.8*randn(1);x2(4,i)= 1+1.2*randn(1);x2(5,i)=-1+1.1*randn(1);x2(6,i)=-1+1.0*randn(1);
end;
for i=1:Nx3(1,i)=-2+0.7*randn(1);x3(2,i)= 2+0.8*randn(1);x3(3,i)=-1+0