Brain-Computer Interfaces (BCI) are control and communication systems which were initially developed to assist people with motor disabilities. The main idea behind BCI is to translate the brain activity into commands for a computer application or other devices, such as a spelling system or a robotic limb. Nowadays, BCI systems are becoming very popular because of its potential to be applied in other domains, where the target audience correspond to healthy people, as for example in computer games. The most popular technique to record brain signals is the electroencephalography (EEG), from which Event-Related Potentials (ERPs) can be detected and used in BCI systems. Despite the BCI popularity, it is generally difficult to work with brain signals, because the recordings contains also noise and artifacts, and because the brain components amplitudes are very small compared to the whole ongoing EEG activity.