To provide the generalized predictive control system which can be switched to smoothly without any large deviation in command value at the time of the switching to the generalized predictive control system.

When a control system 31 including a generalized predictive control unit 34 is in a stand-by state, a bumpless switching operation part 36 performs the inverse operation of an arithmetic processing part 35 to find a virtual manipulated variable u'. The arithmetic processing means 35 performs arithmetic processing on the basis of the virtual manipulated variable u', so a virtual command value outputted from the arithmetic processing part 35 is equal or close to the actual command value eventually. Therefore, a control system in use is switched in arbitrary timing and when this control system 31 is selected, the virtual command value is outputted as the actual command value as it is, so the actual command values before and after the switching become nearly equal to each other and are not greatly different, so that a controlled system, etc., will operate stably.