Robust classification of natural hand grasp type based on electromyography (EMG) still has some shortcomings in the practical prosthetic hand control, owing to the influence of dynamic arm position changing during hand actions. This study provided a framework for robust hand grasp type classification during dynamic arm position changes, improving both the “hardware” and “algorithm” components. In the hardware aspect, co-located synchronous EMG and force myography (FMG) signals are adopted as the multi-modal strategy. In the algorithm aspect, a sequential decision algorithm is proposed by combining the RNN-based deep learning model with a knowledge-based post-processing model. Experimental results showed that the classification accuracy of multi-modal EMG-FMG signals was increased by more than 10% compared with the EMG-only signal. Moreover, the classification accuracy of the proposed sequential decision algorithm improved the accuracy by more than 4% compared with other baseline models when using both EMG and FMG signals.