In　order　to　solve　the　problems　of　power　quality　reduction　and　power　fluctuation　caused　by　large-scale　wind　power　grid-connected,　an　advanced　control　strategy　to　smooth　the　power　fluctuation　and　allocation　of　hybrid　energy　storage　system　is　proposed.　Based　on　theoretical　researches,　the　mathematical　model　of　hybrid　energy　storage　system　is　adopted　to　well　analyse　the　fluctuation　and　smoothing　strategy　of　wind　power.　Compared　with　the　traditional　filtering　algorithms,　the　study　proposes　a　method　combined　optimal　exponential　smoothing　with　complete　ensemble　empirical　mode　decomposition　with　adaptive　noise　and　normalized　energy　entropy　to　improve　the　accuracy　of　grid-connected　output　power　and　power　allocation.　Furthermore,　the　fuzzy　control　theory　is　used　to　improve　the　reliability　of　the　algorithm　after　obtaining　the　smoothed　power　output　and　initial　power　allocation　instructions.　To　prove　the　validity　of　the　algorithm,　case　studies　are　constructed　to　demonstrate　the　performance　in　this　paper.　Experiments　and　example　simulations　show　that　the　proposed　method　can　effectively　realize　adaptive　power　allocation　and　improve　the　accuracy　of　identification.　After　effectively　improving　the　efficiency　and　service　life　of　the　energy　storage　system,　it　provides　a　basis　for　large-scale　grid　operation.