I. Introduction
Different neuroimaging modalities like EEG, MEG, fMRI and PET etc. are widely used by researchers to understand the human brain dynamics and its functionality. However, EEG is the most cost effective and non-invasive approach as compared to the others. Electroencephalography (EEG) is a valuable and unique measure of neural activity of the brain. EEG records the scalp potentials generated due to neural activities or neuron firing on the surface of the human brain [1]. First EEG recording from the human scalp was done in 1920 by Hans Berger, a German scientist. The amplitude and frequency content of EEG signals gives ample information about the brain dynamics [2]–[3]. EEG signals can be divided into different frequency bands starting from 1Hz to 100 Hz e.g. deep sleep has a dominant frequency approximately 1 Hz. Eyes close during active state has 10 Hz dominant frequency called alpha state of the human brain. Therefore, EEG signals can be categorizes into different frequency bands i.e., delta (1–4Hz), theta (4–12), alpha, beta and gamma band.