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This paper details the principle of the active DC filter (ADF) applied in the high-voltage direct current (HVDC) system, and proposes a novel composite control strategy composed of an approximate inverse system open-loop control and a closed-loop control. The harmonic source current and the compensation current are respectively measured as the reference signal and the feedback signal. A filter bank is adopted to compose the approximate inverse system controller, which is the key controller in the composite control strategy. Both results of simulations based on PSCAD and experiments on a 30kVA HVDC system validate that the ADF adopting the proposed control strategy is able to cancel the harmonics efficiently because of the advantages of the approximate inverse system controller and the absence of the extraction of weak signal from noise. The work is expected to build the prototype of the future industrial equipment.