Novel generalized predictive control (GPC) is proposed to deal with the problems of cumulative deviation of the predicted value, long control process and large noise that often encountered in conventional GPC. First, the objective function of GPC is improved based on integral time square error (ITSE) criterion, and the output expression under soft constraint is deduced. Then, the predicted value is corrected by adopting the integral weighting method, the convergence of which is demonstrated. Finally, both the simulations and hardware experiments are conducted in a practical photoelectric tracking system. It turns out that the superiority of the improved GPC in control precision, dynamic response and robustness is verified. INDEX TERMS Generalized predictive control (GPC), integral time square error (ITSE) criterion, objective function, photoelectric tracking system, prediction correction.