In order to overcome the shortcomings of traditional methods for noise processing in non-linear non-Gaussian systems, this paper presents a new method based on particle filter and improved EMD-EEMD decomposition. In this paper, the noise of the non-linear non-Gaussian system is removed by the particle filter, and the influence of noise on the subsequent operation is reduced. Then, the EEMD decomposition is used to decompose the denoised signal, And then the instantaneous frequency is calculated for the intrinsic mode component IMF, and the mode of low frequency oscillation is obtained. The feasibility and effectiveness of the proposed method are demonstrated by simulation analysis. The results are compared with the results obtained by the Prony analysis algorithm, which verifies the correctness of the method，which provides a new way and method for the non-linear non-Gaussian system signal processing in power system low-frequency oscillation.