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This paper presents the utilization of a self-adaptive recurrent neuro-fuzzy control as a feedforward controller and a proportional-plus-derivative (PD) control as a feedback controller for controlling an autonomous underwater vehicle (AUV) in an unstructured environment. Without a priori knowledge, the recurrent neuro-fuzzy system is first trained to model the inverse dynamics of the AUV and then utilized as a feedforward controller to compute the nominal torque of the AUV along a desired trajectory. The PD feedback controller computes the error torque to minimize the system error along the desired trajectory. This error torque also provides an error signal for online updating the parameters in the recurrent neuro-fuzzy control to adapt in a changing environment. A systematic self-adaptive learning algorithm, consisting of a mapping-constrained agglomerative clustering algorithm for the structure learning and a recursive recurrent learning algorithm for the parameter learning, has been developed to construct the recurrent neuro-fuzzy system to model the inverse dynamics of an AUV with fast learning convergence. Computer simulations of the proposed recurrent neuro-fuzzy control scheme and its performance comparison with some existing controllers have been conducted to validate the effectiveness of the proposed approach.