Multi-type energy storage is used to overcome the shortcomings of single energy storage for smoothing wind power fluctuations in this paper. Firstly, wind power is decomposed by empirical mode decomposition (EMD), and high, medium and low bands are divided by Hilbert Huang transform (HHT). In addition, grid-connected wind power will be acquired dynamically by the adjustment of low band according to fluctuation rate requirement. Medium and high band are compensated primarily by lithium battery and supercapacity with energy storage ramp power constraint. Then the service life and economy of multi-type energy storage will be improved. Finally, the validity of wind power fluctuations mitigation strategy is verified by a numerical example.