As one of the most direct indicators of the transparency between a human and an exoskeleton, interactive force has rarely been fused with electromyography (EMG) in the control of human-exoskeleton systems, the performances of which are largely determined by the accuracy of the continuous joint angle prediction. To achieve intuitive and naturalistic human intent learning, a state space model (SSM) for continuous angle prediction of knee joint is developed. When the influence of the interactive force is often ignored in the existing models of human-exoskeleton systems, interactive force is applied as the measurement model output of the proposed SSM, and the EMG signal is used as the state model input signal to indicate muscle activation. The forward dynamics of joint motion and the human-machine interaction mechanism, i.e., the biomechanical interpretations of the interactive force generation mechanism, are derived as the bases for the state model and measurement model based on Hill’s muscle model and semiphenomenological (SP) muscular model, respectively. Gaussian process (GP)-based nonlinear autoregressive with the exogenous inputs (NARX) model and back-propagation neural network (BPNN) are applied to provide better adaptivity for the SSM in practical applications. Corresponding experimental results demonstrate the validity and superiority of the method.