Modern power system has complex composition structure and high stability operation requirements. While the emergence of various new energy sources and the uncertainty of external disturbances bring a great challenge to the Automatic Generation Control (AGC) of power system. In order to improve the robustness of the AGC and facilitate the practical engineering application, this paper proposes a novel structure multistage Proportional Integral Derivative (PID) cascade automatic generation controller as well as an improved more effective control parameter optimization algorithm. Firstly, a two-area multi-unit multi-source hydro/thermal power system containing with capacitive energy storage unit is modeled. And using double closed-loops control method, a PID controller with derivative Filter and 1+Proportional Integral unit (PIDF-(1+PI)) cascade automatic generation controller is proposed. Secondly, by introducing a nonlinear time-varying adaptive weight factor, an improved Whale Optimization Algorithm (WOA-w) is proposed to accelerate the convergence speed and enhance the solution accuracy. Then, based on the integral of time multiplied absolute error (ITAE) objective function, the proposed PIDF-(1+PI) controller parameters are optimized by WOA-w. Finally, MATLAB/Simulink software is used to implement the control system multi-case simulation. Compared with other three control strategies, the multi-scenario cases simulation results verify the correctness and effectiveness of the proposed control strategy.