The study reported in this paper can be summarized in two parts. (1) Determination of the order of the rolling mill process model with a transfer function between roll force and roll setting. This identification problem makes use of the practical approach using the Powel non-linear optimization method. With a third-order model, the fitting is found to be encouraging and the best possible set of coefficients of the model transfer function is estimated. (2) A self-tuning controller designed according to the zero steady-state error control criterion is applied for thickness control in the last pass of plate hot-rolling. Simulation results prove that the proposed self-tuning controller can be used with confidence in controlling the final slab thickness.