In the former paper, the authors proposed an entirely new autopilot system using a stochastic autoregressive model. According to the model fitting procedure, we could design flexibly an optimal controller under an appropriate evaluation function. In this paper, the experimental results that an on-line direct digital control using the model fitting procedure was applied to an actual ship are reported. For the sake of it, in chapter 2 and 3, the theory proposed in the former paper is outlined. In chapter 4, the hard and software developed for the realization of the on-line controlling of the ship are introduced. In subsequent chapters, the plan and the method of the actual sea tests are described and the results of the on-line direct digital controlling of the actual ship's course keeping motion are scrutinized. The new concept used in this paper for identification of system through the autoregressive model, the AIC (Akaike's Information Criterion) proposed by Dr. Akaike is discussed briefly in Appendix.