The phased arrays provide a high antenna gain and can be applied to the future indoor Terahertz (THz) communications to compensate for the high path loss, which, however, requires a precise estimate of the direction of signal arrival. This paper presents a method for the signal arrival direction estimate in cases when the user equipment is moving in the wireless network coverage area. The method uses the grid based Bayesian filter to estimate the signal arrival direction recursively from the previous estimate and the current measurement. The simulation result shows that this method achieves a high and stable antenna gain while the user equipment is moving with low computational effort.