An anonymous authentication scheme allows a user to identify himself as a member of a group of users in a secure and anonymous way. It seems to be crucial and indispensable components in English auction, electronic voting and open procurement, which are getting very popular business areas in E-commerce. In wireless network with power-limited devices, managing a group dynamically is much more difficult to perform within specific time periods. Moreover, all participants must make a decision timely to win against competitors. Therefore, an efficient and practical protocol is indeed required. We propose an anonymous authentication protocol that not only allows much lower computational complexity for practical use but also meets requirements of dynamic groups, especially with power-limited devices. Our special contribution is to provide the strict analysis of security based on the framework of provable security. Our protocol consists of a group manager, a verification center, and $\emph{m}$ group members. In the protocol, the verification center that acts like a TTP does not possess any information needed to identify group members. Similar to the verification center, the group manager also cannot identify the group member without the verification center``s help. In particular, our protocol is suitable for English auction or open bidding systems where the change of participating entities in a group occurs frequently and, at the same time, the processing must be executed within short time period.