The 'auto-piloting' system is usually used with ships which navigate in a seaway. It is considered that the system has some connection with ship responce to wave and the rudder, and with wave spectrum and precision of gyros. So the authors design the new auto-piloting system which minimizes the criterion function J =∫ TN 0 (θ2+λδ2) dt where θ : course error, δ : rudder angle λ, TN : constant value, t : time accounting with above three elements. And the experiment with the automatic pilot was conducted. Then they suggest that the new 'auto-piloting' system is not only theorctically valuable to show the optimal 'weather adjustment' in auto-piloting system, but practical indeed.