Electric power companies will pay their attention to the load following capability and economical operation of a thermal power plant with once-through boilers. However conventional PID controllers embedded on DCSs cannot always give the optimum solution to such subjects. To cope with these problems, we have discussed a model-based advanced control system. Prior to study of the advanced control system, we develop a nonlinear system identification method based on the exogenous variable-dependent ARX model considering the characteristics of a power plant dynamics. We verify its effectiveness through simulation tests by using measurement data collected in the field tests and simulation tests with SIMULINK-based boiler-turbine dynamic models.