In this paper, the dynamic performance of a Kalman filter (KF) was analyzed, which is used to combine multiple measurements of a gyroscopes array to reduce the noise and improve the accuracy of the individual sensors. A principle for accuracy improvement by the KF was briefly presented to obtain an optimal estimate of input rate signal. In particular, the influences of some crucial factors on the KF dynamic performance were analyzed by simulations such as the factors input signal frequency, signal sampling, and KF filtering rate. Finally, a system that was comprised of a six-gyroscope array was designed and implemented to test the dynamic performance. Experimental results indicated that the 1σ error for the combined rate signal was reduced to about 0.2°/s in the constant rate test, which was a reduction by a factor of more than eight compared to the single gyroscope. The 1σ error was also reduced from 1.6°/s to 0.48°/s in the swing test. It showed that the estimated angular rate signal could well reflect the dynamic characteristic of the input signal in dynamic conditions.