Aiming at the choice of proposal function and degeneracy problem in particle filter (PF), an improved algorithm is put forward. Unscented Kalman Filter (UKF) is used to produce the proposal function, the estimate accuracy can be improved, Markov Chain Monte Carlo (MCMC) is applied to keep the diversity of the particles and solve the degeneracy problem. The simulation result illustrates the algorithm is superior to PF, UPF, PF-MCMC (PF with MCMC) and PF- EKF-MCMC (PF with EKF and MCMC) in accuracy.