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The quality-of-life of leg amputees can be improved dramatically by using a cyber-physical system (CPS) that controls artificial legs based on neural signals representing amputees' intended movements. The key to the CPS is the neural-machine interface (NMI) that senses electromyographic (EMG) signals to make control decisions. This paper presents a design and implementation of a novel NMI using an embedded computer system to collect neural signals from a physical system-a leg amputee, provide adequate computational capability to interpret such signals, and make decisions to identify user's intent for prostheses control in real time. A new deciphering algorithm, composed of an EMG pattern classifier and a postprocessing scheme, was developed to identify the user's intended lower limb movements. To deal with environmental uncertainty, a trust management mechanism was designed to handle unexpected sensor failures and signal disturbances. Integrating the neural deciphering algorithm with the trust management mechanism resulted in a highly accurate and reliable software system for neural control of artificial legs. The software was then embedded in a newly designed hardware platform based on an embedded microcontroller and a graphic processing unit (GPU) to form a complete NMI for real-time testing. Real-time experiments on a leg amputee subject and an able-bodied subject have been carried out to test the control accuracy of the new NMI. Our extensive experiments have shown promising results on both subjects, paving the way for clinical feasibility of neural controlled artificial legs.