Sonar images have the characteristics of lower resolution and blurrier edges compared to optical images, which make the feature-matching method in underwater target tracking less robust. To solve this problem, we propose a particle filter (PF)-based underwater target-tracking method utilizing Zernike moment feature matching. Zernike moments are used to construct the feature-description vector for feature matching and contribute to the update of particle weights. In addition, the particle state transition method is optimized by using a first-order autoregressive model. In this paper, we compare Hu moments and Zernike moments, and we also compare whether to optimize the particle state transition on the tracking results or not based on the effects of each option. The experimental results based on the AUV (autonomous underwater vehicle) prove that the robustness and accuracy of this innovative method is better than the other combined methods mentioned in this paper.