An improving PID control algorithm based on extended Kalman filter was proposed. The algorithm uses the eddy current sensor to measure the rotor displacement as the amount of measurement, and the output current of the power amplifier as the amount of input, the actual eccentric displacement of the rotor was estimated by the system state equation and the noise statistical characteristic, which effectively solves the problem of the influence of the signal noise on the control accuracy.The result of simulation and experiment prove the proposed algorithm to be feasible and effective.