Energy storage system has an important significance for reliable and stable operation of micro-grids. Considering the lack of single form of energy storage, ultra-capacitor-battery hybrid energy storage system is used in this paper. Strategies of power distribution of energy storage system are based on first order inertial filter system, and methods to determine the filter coefficients are introduced. Firstly, a method based on Spectrum Analysis is proposed to distribute the fluctuated power between the battery and ultra-capacitor. Next, a power distribution strategy of hybrid energy storage system based on SOC feedback is proposed. And fuzzy control method is adopted to adjust system parameters in real time according to the state of charge of the storage system, achieving long term operation of hybrid energy storage system. Finally, the models are built in PSCAD / EMTDC to verify the effectiveness of the power distribution strategies through simulation according to the designed projects.