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Thanks a lot for you tuorial, the only works on last Raspberry 3 version, the B+

And to help all people who have the same version as me, because I lost few days of this problem.
By default wlan0 is "Soft blocked" on boot, you can see it with command
rfkill list

To allow wifi at boot you need, it's mandatory , to setup file /etc/wpa_supplicant/wpa_supplicant.conf with country code

Example for me in France

cat /etc/wpa_supplicant/wpa_supplicant.conf
country=FR
ctrl_interface=DIR=/var/run/wpa_supplicant GROUP=netdev
update_config=1