证明:$ (1)$∵$BD$为$\odot O$的切线,
∴$AB\perp BD,$
∴$∠ABD = 90°。$
在$\triangle ABD$中,$∠ADB+∠BAD = 90°。$
∵$AB$是$\odot O$的直径,
∴$∠ACB = 90°。$
在$\triangle ACB$中,$∠ABC+∠BAD = 90°,$
∴$∠ADB=∠ABC。$
∵$\overset {\frown }{AC}=\overset {\frown }{AC},$
∴$∠ABC=∠AEC,$
∴$∠ADB=∠AEC。$
$(2)$∵$∠ADB=∠AEC,$$\cos ∠AEC=\frac {\sqrt {5}}{3},$
∴$\cos ∠ADB=\frac {\sqrt {5}}{3}。$
在$Rt\triangle ABD$中,$\cos ∠ADB=\frac {DB}{AD},$
设$BD=\sqrt {5}x(x>0),$则$AD = 3x。$
由勾股定理,$AB^2+BD^2=AD^2,$
∵$AB = 4,$
∴$4^2+(\sqrt {5}x)^2=(3x)^2,$解得$x = 2($负值舍去$),$
∴$BD=2\sqrt {5}。$
在$Rt\triangle OBD$中,$OB=\frac {1}{2}AB = 2,$
∴$OD=\sqrt {OB^2+BD^2}=\sqrt {2^2+(2\sqrt {5})^2}=2\sqrt {6}$