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This paper proposed a state observer based on extended Kalman Alter (EKF) for the rotor speed and load torque observation of permanent magnet synchronous motor (PMSM). This observer can be used to estimate the precise rotor position and rotor speed in the servo systems with only optical encoder of limited accuracy. By using the observed rotor speed and position instead of the values got directly from the encoder, the speed and position control performances can be greatly improved. The observer can also give the load torque which can be used as the feedforward compensation of the speed PI controller. The compensation can greatly improve the speed control performance during load torque change. The extended Kalman filter is used to solve the nonlinear equation of the observer, considering the influence of the parameter errors and the noise in measurement. So it is very robust to the parameter errors.