In this paper, is performed the comparative analysis of performance between the direct and indirect adaptive inverse control applied to a non-minimum phase Electro-Hydraulic (EHA) system in the presence of a periodic disturbance signal. The performance of an adaptive inverse controller is influenced by the trade-off between the convergence speed and the steady-state Mean Square Error (MSE) during the update of the estimate of the weights vector. Aiming to propose a new optimization algorithm based on stochastic gradient descent, in this paper, a new version of Normalized Leat Mean Square (NLMS) algorithm with adaptive step size is proposed, with the objective of obtaining a good trade-off between convergence speed and the steady-state MSE. For this, the step size is adapted by a Mamdani Fuzzy Inference System (MFIS) as a function of the squared error and of the normalized time instant by the Min-Max method. Computational results illustrate the efficiency of the proposed optimization algorithm in the design of these two approaches of adaptive inverse control.