This thesis investigates the interpretation of information from brain wave, especially the way to distinguish the directions. Brain wave is so weak that many noises will be included in the received signal by an Electroencephalogram (EEG). In this research a simple EEG is used, and the Hilbert-Huang Transformation (HHT) is employed to perform empirical mode decomposition (EMD). Once the signal is decomposed, brain wave signal can be identified. Hypothesis testing in statistics is also introduced to characterize the signal. The results of this thesis is potentially applicable to the control of UAVs using EEG in the future.