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Based on the dispersion characteristic of magnetised plasma, an improved shift-operator finite difference time-domain (SO-FDTD) method for anisotropic medium is proposed. The constitutive relations between the polarised current density J and the electric field intensity E in the frequency-domain are written as a rational polynomial function, and the constitutive relations are deduced in the time-domain. Through a shift operator, the constitutive relations in the time-domain are transformed to the discrete time-domain. Thus, the recursion difference equations are obtained for each field component. Compared to the analytical method, current-density (JE) convolution finite difference time-domain method and the original SO-FDTD method, the high accuracy and efficiency of this method are verified by calculating the reflection and transmission coefficient of electromagnetic waves through a magnetised plasma slab.