This paper proposes an improved implementation algorithm for the continuous-time receding horizon control (RHC). The proposed algorithm has a feature that it has better control performance than the existing algorithm. Main idea of the proposed algorithm is that we can approximate the original RHC problem better by assuming the predicted input trajectory on the prediction horizon has a continuous form, which is constructed from linear interpolation of finite number of vectors. This, in turn, leads to improved control performance. We derive a predictor such that it takes linear interpolation into account and proposes the method by which we can express the cost exactly. Through simulation study fur an inverted pendulum, we illustrate that the proposed algorithm has the better control performance than the existing one.