A novel High-order extended Strong tracking filter (H-STF) is proposed for a class of nonlinear systems. All high-order polynomial terms in the state model are regarded as implicit variables; the original state model is equivalently formulated into a pseudo-linear form; the dynamic relationship between each implicit variable and all variables is modeled; original state model is rewritten into an augmented linear model; the nonlinear measurement model can be rewritten into linear form;taking into account the problems of modeling errors and state mutations that may be caused by the introduction of implicit variables, a high-order extended strong tracking filter is designed. Examples are presented to demonstrate the effectiveness of the new algorithm.