The mathematic models of displacement servo system and hydro-mechanical transmission were built respectively. Each characteristic was analyzed according to bode diagram and step- input response. The results of analysis and test showed that the band width of displacement servo system is small, so it works as low-pass filter and responds slowly, whereas the band width of hydro-transmission is larger, and it responds quickly with over control. The system of hydro-mechanical transmission connected with displacement servo system in series is influenced by displacement servo system, so its band width becomes smaller and damp becomes larger, which results in slower response speed and improved stability.  