Brain-computer interfaces (BCI) are systems that translate the brain activity of their users into commands for a machine, thus allowing communication with the external world bypassing the motor-nervous system. BCIs are used in a wide range of scenarios including the assistance of people with serious neuromuscular disorders, such as the locked-in syndrome and the amyotrophic lateral sclerosis, and the development of new kinds of human-machine interfaces. The electroencephalography (EEG) is one of the most popular brain activity acquisition modality in this field, thanks to its low cost and high portability. However, the processing of the EEG signal involves some difficulties: the signal has a quasi-stochastic nature and the same mental tasks have different manifestations between subjects because of dissimilarities in physiology, anatomy and mental strategy.