I. Introduction
Almost all real time processes are stochastic in nature, i.e. a predetermined input-output relationship is not sufficient to determine the response of the system for any other input. The reason is the fact that all the physical systems are characterized by some degree of randomness in response because of both the internal nature of system and the unpredictable external disturbances. When the external parametric changes deviates the system from its normal characteristics, the identified model of the system is no longer valid. So it becomes necessary to model the process again by a new parameter estimation algorithm and update the controller in accordance with the new model identified. An adaptive algorithm which automatically identifies a suitable new model for the process and tune the controller accordingly as the plant dynamics changes will avoid the unnecessary process interruption. Moreover, it is important to ensure the optimality of the controller designed.