广义预测控制是一种最具代表性的预测控制算法之一，本文通过对广义预测控制的稳定性、鲁棒性和实时性分析，得知它控制方程复杂、计算量过大、不利于实时控制。为此，广义预测控制算法，然后进行参数选择的研究，并针对冷连轧机张力系统进行了仿真，最后介绍了广义预测控制算法的其它改进方法。-Generalized predictive control is one of the most representative predictive control algorithms. This paper analysis the stability, robustness and real-time, But it has lots of calculations and unfavorable real-time. So this paper gives the algorithm of based on BP neural network of generalized predictive control. Then it analysis the system and the parameter selection, do some simulations to the cold continuous rolling machine tension system.