A method of training a classification algorithm for a Brain Computer Interface (BCI). The method includes the steps of: dividing a Electroencephalography (EEG) signal into a plurality of time segments; for each time segment, dividing a corresponding EEG signal portion into a plurality of frequency bands; for each frequency band, computing a spatial filtering projection matrix based on a Common Spatial Pattern (CSP) algorithm and a corresponding feature, and computing mutual information of each corresponding feature with respect to one or more motor imagery classes; for each time segment, summing the mutual information of all the corresponding features with respect to the respective classes; and selecting the corresponding features of the time segment with a maximum sum of mutual information for one class for training classifiers of the classification algorithm.