According to the problem of power fluctuation of wind power and photovoltaic connected power generation system, a new dynamic energy control strategy of hybrid energy storage system (HESS) based on bi-directional DC/AC converters is presented. In the HESS composed of batteries and super-capacitor, the two double-loop controllers are used to control the internal voltage and current of the converter, allocating the fast current variations to the super-capacitor while the slow current variations to the batteries. At the same time, the control system maintains the super-capacitor's voltage within a preset range. The Extended Kalman Filter (EKF) is used to control the state of charge (SoC) of battery, making the battery’s SOC maintain within the safety limits to prolong its lifetime. The simulation experiment is provided to verify the effectiveness of the proposed control strategy. This work is supported by 2015 Science and Technology Project of State Grid Heilongjiang Electric Power Limited Company and Distinguished Youth Talents Cultivation Plan of Jilin Science and Technology Bureau (No. 20156407).