A Nonlinear Generalized Minimum Variance (NGMV) control algorithm is introduced for the control of piecewise affine (PWA) systems. Under some conditions, discrete-time PWA systems can be transferred into an equivalent state-dependent nonlinear system form. The equivalent state-dependent systems maintain the hybrid nature of the original PWA systems and include both the discrete and continuous signals in one general description. In a more general way, the process is assumed to include common delays in input or output channels of magnitude . Then the NGMV control strategy can be applied. The NGMV controller is related to a well-known and accepted solution for time delay systems (Smith Predictor) but has the advantage that it may stabilize open-loop unstable processes.