Qingshan,
Based on you question, it seems like you really have 2 needs:
#1) Calculate the filter coefficients for a particular scenario & filter type (e.g. fir, iir, etc etc)
#2) Apply the coefficients to a signal such that you will see no phase-shift in the output.
For question 1, check out designfilt. This will help you calculate the necessary coefficients. I have also written a wrapper function for the old SAE-J211 low pass filters . It might give you an idea of how to do it. For question 2, once you have your coefficients, you can use filtfilt if you have the "Signal Processing Toolbox". If you do not, check out the excellent function FilterM by Jan Simon. It works with lots for lots of applications and doesn't need any toolboxes.
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