In this paper, we proposed a brain-computer interface system using EEG signals. It can generate 4 direction command signal from EEG signals captured during imagination of subjects. Bandpass filter used for preprocessing to detect the brain signal, and the power spectrum at a specific frequency domain of the EEG signals for concentration status and non-concentration one is used for feature. In order to generate an adequate signal for controlling the 4 direction movement, we propose a new interface system implemented by using a support vector machine and a time-multiplexing method. Moreover, bio-feed back process and on-line adaptive pattern recognition mechanism are also considered in the proposed system. Computer experimental results show that the proposed method is effective to recognize the non-stational brain wave signal.