One of the most interesting challenges in ECoG-based Brain-Machine Interface is movement prediction. Being able to perform such a prediction paves the way to high-degree precision command for a machine such as a robotic arm or robotic hands. As a witness of the BCI community increasing interest toward such a problem, the fourth BCI Competition provides a dataset which aim is to predict individual finger movements from ECoG signals. The difficulty of the problem relies on the fact that there is no simple relation between ECoG signals and finger movements. We propose in this paper, to estimate and decode these finger flexions using switching models controlled by an hidden state. Switching models can integrate prior knowledge about the decoding problem and helps in predicting fine and precise movements. Our model is thus based on a first block which estimates which finger is moving and another block which, knowing which finger is moving, predicts the movements of all other fingers. Numerical results that have been submitted to the Competition show that the model yields high decoding performances when the hidden state is well estimated. This approach achieved the second place in the BCI competition with a correlation measure between real and predicted movements of 0.42.