1. A method for artificial control of a prosthetic device, comprising: a) storing a brain machine interface on a computer-readable medium and executable by a computer, wherein said brain machine interface comprises a mapping from neural signals to corresponding intention estimating kinematics of a limb trajectory, wherein said intention estimating kinematics comprises positions and velocities; b) controlling said prosthetic device by said stored brain machine interface using recorded neural signals as input to said brain machine interface and said mapping of said brain machine interface to determine the intention estimating kinematics to control said prosthetic device, wherein said controlling results in an executed movement of said prosthetic device; c) developing a modified brain machine interface by modifying and storing by said computer during said control of said prosthetic device, at discrete time intervals over the course of said executed movement of said prosthetic device, the vectors of said velocities in terms of direction as well as amplitude defined in said brain machine interface, wherein each of said modifications of said velocity vectors comprises changing the direction of said velocity vector towards an end target of said executed movement of said prosthetic device; d) using said modified brain machine interface to control said prosthetic device; and e) applying a kinematics feedback filter in both said brain machine interface and said modified brain machine interface, wherein said kinematics feedback filter applies a covariance matrix of an a posteriori estimate of said intention estimating kinematics at each time step of said discrete time intervals, whereby said positions are modeled as feedback from said interfaces to a user of said prosthetic device and said velocities are modeled as intentions of said user of said prosthetic device.