Possible applications of an adaptive control method to a pressurized water reactor nuclear power plant are investigated. A self-tuning control algorithm with the generalized minimum variance strategy is employed. The control system design is based on a second-order linear model with unknown, time-varying parameters. To ensure that this low-order model describes the complex “real” dynamics well enough for control purposes, control parameters are updated on line with a recursive estimation sequence based on an extended least-squares method. The average coolant temperature is held as close as possible to a desired (but changing) reference value in the load-following mode of operation. The control rod position is selected as the control variable. Simulation results for such a system are encouraging and demonstrate the possibility of using this adaptive control method in an actual plant.