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While a sensor is in service, its measurement value would drift, and the drift value would increase with time increasing. Tailored to the performance degradation of a sensor in a non-linear system, this paper proposes a method, which is based on modified particle filtering algorithm, to monitor sensor's performance degradation in real time and further estimate system state. The proposed method could detect and track degradation process of a sensor in a dynamic system, but also provide safeguard for the operation of dynamic system. Computer simulations of three-vessel water tank system testify the effectiveness of the proposed method.