Multiple hybrid energy storage systems (HESSs) consisting of batteries and super-capacitors (SCs) are widely used in DC microgrids to compensate for the power mismatch. According to their specific energy and power characteristics, batteries and SCs are used to compensate low-frequency and high-frequency power mismatches, respectively. This paper proposes a decentralized power allocation strategy for dynamically forming multiple HESSs aided with a novel power buffer. The power buffer is a device combing a capacitor and a bidirectional DC-DC converter, it is used as an interface between the batteries and DC bus, allowing easy Plug-and-Play of different energy storage units and effective and efficient power allocation. First, the power buffer and SCs split the power mismatch into a low-frequency and high-frequency part with a modified I-V droop control. Then the power buffer transfers the low-frequency mismatch to the batteries for compensation based on their respective state-of-charges (SoCs), while the high-frequency part is dealt by the SCs directly. This new scheme further allows elimination of the DC bus voltage deviations. Finally, the real-time hardware-in-loop (HIL) tests of three case studies confirm the effectiveness of the proposed control strategy.