An increasingly important brain function analysis modality is functional connectivity analysis which regards connections as statistical codependency between the signals of different brain regions. Graph-based analysis of brain connectivity provides a new way of exploring the association between brain functional deficits and the structural disruption related to brain disorders, but the current implementations have limited capability due to the assumptions of noise-free data and stationary graph topology. We propose a new methodology based on the particle filtering algorithm, with proven success in tracking problems, which estimates the hidden states of a dynamic graph with only partial and noisy observations, without the assumptions of stationarity on connectivity. We enrich the particle filtering state equation with a graph Neural Network called Sequential Monte Carlo Graph Convolutional Network (SMC-GCN), which due to the nonlinear regression capability, can limit spurious connections in the graph. Experiment studies demonstrate that SMC-GCN achieves the superior performance of several methods in brain disorder classification.