Electroencephalogram (EEG) recordings during right and left motor imagery can be used to move a cursor to a target on a computer screen. Such an EEG-based brain-computer interface (BCI) can provide a new communication channel to replace an impaired motor function. It can be used by, e.g., patients with amyotrophic lateral sclerosis (ALS) to develop a simple binary response in order to reply to specific questions. Four subjects participated in a series of on-line sessions with an EEG-based cursor control. The EEG was recorded from electrodes overlying sensory-motor areas during left and right motor imagery. The EEG signals were analyzed in subject-specific frequency bands and classified on-line by a neural network. The network output was used as a feedback signal. The on-line error (100%-perfect classification) was between 10.0 and 38.1%. In addition, the single-trial data were also analyzed off-line by using an adaptive autoregressive (AAR) model of order 6. With a linear discriminant analysis the estimated parameters for left and right motor imagery were separated. The error rate obtained varied between 5.8 and 32.8% and was, on average, better than the on-line results. By using the AAR-model for on-line classification an improvement in the error rate can be expected, however, with a classification delay around 1 s.