Abstract: In this report the UDUT factorization filter algorithm is pre-sented.The whole filter formulae,including time updating and measurementupdating,have been derived by using a simple method,which is easy tounderstand by engineer.A standard and universal UDU~T factorization filtersubroutine has been writeen using FORTRAN-77.The algorithm has highnumerical stability.As a bridge between the UDU~T factorization filter theoryand engineering application,the standrad and universal subroutine has goodperformance,application flexibility and can be applied to other scientificfields.