We propose intelligent methods for classifying three different muscle types, i.e. biceps, frontallis and abductor pollicis brevis muscles, with low computational complexity. For this aim, electromyogram (EMG) signals are recorded and modelled by using an auto-regressive (AR) model. As the size of the EMG signals is usually large, the computational complexity of artificial neural network (ANN) systems drastically increases. Therefore, in the proposed scheme EMG signals are pre-processed by using a wavelet transform and then they are modelled by employing an AR approach. The AR coefficients are used to train and test the ANNs. Experimental results show that the highest achieved classification accuracy is more than 95% in the case of EMG signals pre-processed by wavelet transform. The wavelet transform-based pre-processing significantly increases the performance rates compared to standard multilayer perceptron and general regression neural networks algorithms.