Abstract: A stochastic generalized self-tuning controller with amplitude and rate limits is proposed inthis paper. This controller adopts a new method which uses the nonlinear property of weighting terms to off-set the nonlinear of the input. It can control non-minimum phase systems with finite gain stability by meansof combining on-line choice of weighting terms with choosing them in advance. The stability and global con-vergence of algorithm are given in the paper.