MYSQL :Database System sama as [MSSQL,Oracle], it is poplaur database connecting with PHP .
(DEPRECATED) The mysql functions are procedural and use manual escaping. Mysql has extension to connect to db.
MySQLi : is a replacement for the mysql functions, with object-oriented and procedural versions. It has support for prepared statements.
PDO (PHP Data Objects) : is a general database abstraction layer with support for MySQL among many other databases. It provides prepared statements, and significant flexibility in how data is returned.