This thesis gives the general definition of the concepts of extension knowledge, extension data mining and extension data mining theorem in high dimension space, and also builds the IDSS integrated system by the rough set, expert system and neural network, develops the relevant computer software. From the diagnosis tests, according to the common diseases of myocardial infarctions, angina pectoris and hypertension, and made the test result with physicians, the results shows that the sensitivity, specific and accuracy diagnosis by the IDSS are all higher than the physicians. It can improve the rate of the accuracy diagnosis of physician with the auxiliary help of this system, which have the obvious meaning in low the mortality, disability rate and high the survival rate, and has strong practical values and further social benefits.