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This paper presents an Adaptive Predictive Control strategy based on Neural Networks for nonlinear systems. In order to train the Neural Network controller, an identification of the system is carried out by the Neural Network Identifier. This second Neural Network provides the training terms related to the nonlinear system dynamics. In this way it is possible to train the Neural Network controller online. The simulation results show a correct online adaptation of the NN controller and the validity of the proposed control strategy.