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Surface Electromyogram (EMG) signals are usually utilized as a control source for multifunction powered prostheses. A challenge that arises with the current demands of such prostheses is the ability to accurately control a large number of individual and combined fingers movements and to do so in a computationally efficient manner. As a response to such a challenge, we present a combined feature selection and projection algorithm, denoted as Mutual Components Analysis (MCA). The proposed MCA algorithm extends the well-known Principal Components Analysis (PCA) by pruning the noisy and redundant features before projecting the data. To implement the feature selection step, the mutual information concept is utilized to implement a new information gain evaluation function. The performance and significance of the proposed MCA is demonstrated on EMG datasets collected for the purpose of this research from eight subjects with eight electrodes attached on their forearm. Fifteen classes of fingers movements where considered in this paper with MCA achieving >95% accuracy on average across all subjects.