To satisfy the control system requirements such as small overshoot,better stability and excellent tracking performance in control engineering,a new generalized predictive control algorithm(GPCI) is brought forward.With the utilization of control increment trend in predictive information,controlled variables can be modified by weighted ahead predictive control,and controlled weighted coefficients can be dynamic regulated on-line,which cause the control system to be small overshoot and quick response.Weighting the current control and the historical predictive control makes the input be provided with filter function,so the system stability is improved.Simulated results show the effectiveness and feasibility of the algorithm.