You have two options to integrate MATLAB code into a Windows phone app.
- Deploy your code to a web service on a remote server with MATLAB Builder NE, and have your C# app call that.
- Use MATLAB Coder to convert your algorithm to C, and integrate that C code directly into your C# app. You would need to make sure that your algorithm falls into the subset of the MATLAB language supported by MATLAB Coder, but if it is primarily a signal processing algorithm it is likely that it will.
I'm not familiar with a specific example that I can point you to of a Windows phone app, but I know that MathWorks have examples of how to apply the second option to generate C code that is integrated into an Objective C application on iPhone.
Ignore the possibility of deploying your code with MATLAB Compiler and integrating the result into your C# app. The executables/libraries created by MATLAB Compiler depend on MATLAB Compiler Runtime (MCR), which has a much larger footprint than is suitable for a mobile app.