The following tech-net article explains in details
http://technet.microsoft.com/en-us/library/dd207290(v=office.14).aspx
Also the following video will be helpful in moving Reporting database. We can use the same process in moving other Project Server databases.
Note: The above articles are not talking about Project Server Cube. So make sure your cube also need to move to the destination SQL Server where Analysis Services is configured.