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A recursive least-squares method is used for the identification of system parameters in the presence of zero mean white noise random disturbances and for the design of the adaptive control system. It is shown that the design of an adaptive locally optimal control algorithm does not require consistent estimates of system parameters and hence may be based on pure least-squares, without applying additional signals in the scheme. Such a property holds true if the adaptive controller parameters are specific functions of the current least-squares system parameter estimates. Proper conditions for self-tuning controllers based on recursive least-squares estimates, guaranteeing local optimality of the adaptive system, are given. 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