Risk assessment of distributed energy system often has uncertainty and subjective problems. The problems will have some impact on the results. To solve the problems, a method of improved fuzzy analytic hierarchy process is proposed. By using the fuzzy analytic hierarchy process method, a hierarchical analysis model is established. And then according to the given judgment matrix of each index layer, we calculate whether it meets the consistency condition. And then if the judgment matrix does not meet the consistency condition, the problem will be solved by the improving of particle swarm optimization (PSO) with Kalman filter. The practice in the distributed energy system shows that the method can not only fully reflect the fuzziness of assessment elements and process, but also reduce the influence of individual subjective factors and better evaluation results can be achieved.
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