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Solid oxide fuel cell (SOFC) is widely accepted for clean and distributed power generation use, but critical operation problems often occur when stand-alone fuel cell is directly connected to the electricity grid or the DC electric user. In order to address these problems, in this paper a data-driven fuzzy identification method is applied to the dynamic modeling of an integrated SOFC and capacitor system. And the identified fuzzy SOFC model is employed to develop a novel constrained feedforward generalized predictive controller. Both the rapid power load following and safe SOFC operation requirements are taken into account in the design of the closed-loop control system. Simulations are also given to demonstrate the load following control performance of the proposed fuzzy predictive control strategy for the SOFC/Capacitor power system.