Brain-computer interfaces (BCIs) are systems that allow the translation of the brain activity into commands to control a dedicated application without any muscular activity. For example, BCIs provide patients suffering from amyotrophic lateral sclerosis (ALS), locked-in syndrome, or paralysis, the capability to interact with their environment. The main building blocks of a BCI are (1) the signal acquisition, (2) the pre-processing and signal enhancement, (3) the feature extraction and classification, and (4) the translation of the features into commands. Between all available options for cerebral activity recordings, one of the most widespread choices is the electroencephalography (EEG), a non-invasive technique which records potential differences caused by the neural activity through electrodes placed on the scalp of the subject.