To achieve the better dynamic performance of grid-connected double fed induction generator（DFIG） wind turbines， a mathematical model at and above rated wind speed with generator exciter and pitch angle control is established. The model is linearized to process small-signal analysis， and the eigen-values of the DFIG connected to the power grid are obtained. According to the comparison of participation factors， the eigen-values of grid-connected DFIG are classified. Then， based on the parameter sensitivity analysis， an optimal model and algorithm is proposed to minimize the weighted sum of squares of sensitivity， and the parameters of DFIG's exciter and pitch angle controllers are optimized coordinately. The validity of the proposed algorithm is verified by frequency analysis and time domain simulation.