This paper aims to improve the performance of an electromyography (EMG) decoder based on a switching mechanism in controlling a rehabilitation robot for assisting human-robot cooperation arm movements. For a complex arm movement, the major difficulty of the EMG decoder modeling is to decode EMG signals with high accuracy in real-time. Our recent study presented a switching mechanism for carving up a complex task into simple subtasks and trained different submodels with low nonlinearity. However, it was observed that a "bump" behavior of decoder output (i.e., the discontinuity) occurred during the switching between two submodels. The bumps might cause unexpected impacts on the affected limb and thus potentially injure patients. To improve this undesired transient behavior on decoder outputs, we attempt to maintain the continuity of the outputs during the switching between multiple submodels. A bumpless switching mechanism is proposed by parameterizing submodels with all shared states and applied in the construction of the EMG decoder. Numerical simulation and real-time experiments demonstrated that the bumpless decoder shows high estimation accuracy in both offline and online EMG decoding. Furthermore, the outputs achieved by the proposed bumpless decoder in both testing and verification phases are significantly smoother than the ones obtained by a multimodel decoder without a bumpless switching mechanism. Therefore, the bumpless switching approach can be used to provide a smooth and accurate motion intent prediction from multi-channel EMG signals. Indeed, the method can actually prevent participants from being exposed to the risk of unpredictable loads.