An important issue of through-wall radar (TWR) signals analysis is moving target detection that is the guarantee of acquiring good detecting effect. The paper illustrates a successful application of digital single processor (DSP) based exponential smoothing algorithm. In order to realize real-time TWR signals analysis, some key issues are discussed such as the realization of moving targets detection, the selection of CPU chip and the optimization of data movement. Experimental results show that the DSP based application not only basically meets the real-time requirement of TWR signals analysis, but also assures the quality of the TWR signals analysis.