—Radar high-resolution range profiles (HRRPs) are typical high-dimensional, non-Gaussian and interdimension dependently distributed data, the statistical modelling of which is a challenging task for HRRP based target recognition. Assuming the HRRP data follow interdimension dependent Gaussian distribution, factor analysis (FA) was recently applied to describe radar HRRPs and a two-phase procedure was used for model selection, showing promising recognition results. Besides the interdimensional dependence, this paper further models the non-Gaussianity of the radar HRRP data by local factor analysis (LFA). Moreover, since the two-phase procedure suffers from extensive computation and inaccurate evaluation on high-dimensional finite HRRPs, we adopt an automatic Bayesian Ying-Yang (BYY) harmony learning, which determines the component number and the hidden dimensionalities of LFA automatically during parameter learning. Experimental results show incremental improvements on recognition a...