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Direct drive for wind turbines is a relevant and challenging issue, hence they carry all of the advantages of gearless motion transmission. Nevertheless, they need customization for the housing of the position sensor. This sensor is often forced to work in hard, even extreme, environmental conditions, and it actually represents the most critical item for the drive reliability. In this case, the sensorless solution is necessary. To realize vector control for direct-driven PMSG in energy generation system without position and speed sensors, Extended Kalman Filtering (EKF) algorithm was applied to estimate rotor position and speed. Discrete state estimate a model of PMSG based on EKF was built up, and sensorless vector control was implemented using rotor flux oriented control strategy. The initial position judgment problem in EKF is also discussed. The simulation model of the Vector Control system of PMSG based on the EKF is established, extensive simulation results are given and analysised.