In　order　to　minimize　the　energy　loss　and　prolong　the　battery　life-time,　this　paper　presents　a　novel　algorithm　for　optimizing　the　efficiency　of　a　hybrid　electric　vehicle　(HEV)　duel　energy　systems　powered　by　battery　and　supercapacitors　(SC).　Inspiring　by　the　receding　horizon　philosophy,　the　basic　idea　of　the　improved　algorithm　is　to　optimize　a　sequence　of　power　splitting　ratio　(PSR)　between　battery　and　SC　along　a　total　route　via　DP　algorithm　recursively.　As　a　distinguishing　feature,　PSR　sequence　is　updated　after　multiple　control　moving　steps　(＞1)　rather　than　ordinary　each　moving　step.　Hence,　the　running　cost　of　DP　optimization　over　each　prediction　horizon　can　be　fulfilled　by　means　of　regulating　the　control　moving　steps,　which　renders　the　improved　algorithm　a　good　candidate　for　online　implementation　by　exploiting　predictable　route　information.　The　effectiveness　of　the　proposed　algorithm　is　demonstrated　on　a　computer　simulation.