Because of the low estimation accuracy of normal extended Kalman Filter in strong nonlinear system, an improved extended Kalman Filter (MI-EKF) is presented to solve the problem, and the filtering accuracy is greatly improved.In this paper, multi-innovation theory is applied to EKF, and the multi-innovation EKF (MI-EKF) is proposed.MI-EKF has better precision and stability, because MI-EKF considers not only the current measured value, but also give full consideration to the time before state of motion.Finally, the improvement algorithm is used the moving tracking of six degree freedom stewart motion platform, the simulation results show that the improved MI-EKF algorithm is superior to the standard EKFalgorithm.