A Brain-Computer Interface (BCI) is a communication system that enables the users to control a machine with a set of predetermined commands by means of their neural activity. The BCI systems are usually composed of three modules: (i) a brain acquisition system, which includes some sensors to collect data from the neural activity of the user; (ii) a computational system, which processes the acquired data in order to determine the task executed by the user; (iii) an interactive system, which reacts to the commands received and provides a feedback to the user. The electroencephalography (EEG), that is one of the most commonly used acquisition systems, consists in the measurements of the electrical activity of the brain by means of several electrodes positioned on the scalp of the user.