A robust model predictive control（RAMPC）technique with an adaptive disturbance model is developed.The dynamics of unmeasured disturbances are modeled by ARMA model.In order to get accurate identification and faster convergence，a multi-iteration pseudo-linear regression（MIPLR）method is proposed.In addition，the optimization in MPC is formulated as a min-max problem，in which the data uncertainties have been taken into account.For lower computational burden，the min-max problem is reduced to a nonlinear min one，and is solved by multi-step linearization method.Numerical simulations have been demonstrated the effectiveness of the proposed methods.