The control of a continuously operating system for cement raw material mixing is studied. The purpose of the mixing system is to maintain a constant composition of the cement raw meal for the kiln despite variations of the raw material compositions. Experimental knowledge of the process dynnamics and the characteristics of the various disturbances is used for deriving a stochastic model of the system. The optimal control strategy is then obtained as a minimum variance strategy. The control problem has been solved using a self-tuning minimum variance regulator, resulting in a 34% decrease in the variance of the controlled variable during the first year of operation.