Abstract: Dual control of the stochastic system with the unknown parameter based on maximum mutual information index is studied in this paper. The unknown parameters of the stochastic system are estimated via Kalman filter. Maximum mutual information index is considered because it includes the dual property that tracks the desired output and probes the uncertainty of unknown parameters. A two-level algorithm is adopted so as to obtain the approximating suboptimal solution of the dual control law. An example is demonstrated to show the effectiveness and feasibility of this method.