In this paper, we design a real time estimation system in complex system simulation research. The popular simulation technology High Level Architecture (HLA) is introduced. The logical structure of the system is constructed with three levels of data resource, component and application. The main functions of the system are given, including sample collection, real time estimation, result display, replay control and rollback control. Then the realization of the system is analyzed. The web-based display system, the replay and rollback control are discussed in detail. Finally the paper concludes with summaries and further developments.