PURPOSE: To perform such control that a manipulated variable follows up a target value by calculating such manipulated variables that the evaluation function expressed by difference signals between target values of controlled variable future values and manipulated variable future values and the sum of change rate signals of manipulated variables is minimized.

CONSTITUTION: A control object 10 is provided with p controlled variables y1(k),..., yp(k) and q manipulated variables u1(k)..., uq(k),and a model estimation controller 20 consists of a controlled variable future value estimating means 21, a control object model setting part 22, a weight coefficient setting part 23, a control mode switch 24, a controlled variable target value setting part 25a, a manipulated variable target value setting part 25b, an optimum manipulated variable calculating means 26, an integrator 27, a control structure discriminating means 28, and an operator console. Thus, means to set the future target values for not only manipulated variables of the object 10 but also manipulated variables are provided to calculate such manipulated variables that the evaluation function expressed by difference signals between respective target values of controlled variable future values and manipulated variable future values and the sum of change rate signals of manipulated variables is minimized.