In this chapter, the various data analysis techniques devoted to the development of brain signals controlled interface devices for the purpose of rehabilitation in a multi-disciplinary engineering is presented. The knowledge of electroencephalogram (EEG) is essential for the neophytes in the development of algorithms using EEG. Most literatures, demonstrates the application of EEG signals and no much definite study describes the various components that are censorious for development of interface devices using prevalent algorithms in real-time data analysis. Therefore, this chapter covers the EEG generation, various components of EEG used in development of interface devices and algorithms used for identification of information from EEG. © Springer International Publishing Switzerland 2015.