In order to optimize the performance of the fuel cell system for vehicles and decrease the fluctuation of the DC bus voltage, proposes a hierarchical energy management strategy based on adaptive moving average filter, equivalent cost minimum and nonlinear control of the energy state of super capacitors. Firstly，construct the fuel cell vehicle power system model and the mathematical model of hydrogen consumption and degradation cost; Then, the adaptive moving average filter and the equivalent cost minimum strategy are used to optimize the output power of fuel cell ; And the super capacitor energy state is controlled by a nonlinear control strategy within a reasonable range, to improve the dynamic power output capability of the super capacitor and suppress the fluctuation of the DC bus voltage. The simulation experiment results show that compared with the power following strategy, the hydrogen consumption is reduced by 12.94%, the durability of the fuel cell is improved by 12.6%, the total cost is reduced by 12.63%, and the DC bus voltage fluctuation is significantly decreased, which indicates that the proposed energy can optimize the hydrogen consumption and durability of the fuel cell, and can improve the stability of the bus voltage.