Led by Brown's father, also named Michael, and the rest of his family, the crowd worked its way along one of the avenues hit by fierce rioting last November when a court decided not to indict the white officer who shot 18-year-old Brown.
Today's rally was peaceful and boisterous, with a children's marching band bringing up the rear of the parade. A large contingent of police was on hand.
Brown Sr. Told reporters he was working hard at "keeping my son's life still around."
That means helping families and young people, he said, "whatever I can do to empower us as a people."
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Asked what has changed in America's tortured race relations over the past year, Brown said: "Nothing, for me. Some families got justice through Michael Brown's legacy, and that helped them. But I'm still trying to get through."
They will also stage a silent march to a church and hold a religious service.