A problem of extracting continuous (gaussian) and pulse (symmetric) signals on a background of continuous (gaussian) and pulse (symmetric) disturbances with using a method based on vector-matrix transformation (Wiener-Hopf equation) is decided in the work. The distinction of the method is an absence of demand on mutually uncorrelated disturbances in channels. Thanks to it, a disturbances canceller, realizing the method, can be made on single channel scheme. It is established that the gain in signal-to-noise at the output of the vector-matrix canceller can reach 18 dB if white Gaussian noise or impulse noise is cancelled. The worst cancellation occurs when frequency spectra of the signal and disturbance is congruous. An imbalance of disturbance variances in the channels affects the extraction of the desired signal.