The GMDH(Group Method of Data Handling) algorithm can be used to model the complex nonlinear systems. The traditional GMDH algorithm produces the output of the system model in the output layer through the input layer and the intermediate layers as the prescribed process. The outputs of each layer are produced only by the outputs of the former layer. However among the inputs there may be the inputs which can influence the modeling result more than the other inputs. Therefore in this paper the method which improve the modeling capability by interlayer connection of more influential inputs is proposed. The capability improvement of the proposed algorithm compared to the traditional algorithm is verified through computer simulation.