This paper includes examples applying EEG data sets to linear and non-linear methods. Also an overview of the various pros and cons of each approach is summarised.

The paper follows a formal debate that was held on the pros and cons of linear and non-linear methods in Brain Computer Interface research, at the Second International Meeting on Brain-Computer Interfaces held in Rensselaerville, New York, June 2002.
Over all it was agreed that simplicity is generally best and therefore, the use of linear methods is recommended wherever possible.
It was also agreed that non-linear methods in some applications can provide better results, particularly with complex and/or other very large data sets.
You may read the paper here

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