Abstract: This paper presents a probability density function (PDF) tracking control strategy for stochastic parameter system based on a square root B-spline model for the output probability density functions. The objective is to control the PDF of system output to follow a desired PDF. Using the B-spline approximation the tracking problem of PDFs is transferred to the tracking of given weights values which correspond to the given PDF. At the same time, the system is transferred to a MIMO system, whose output is the weight value vector. As a result, the tracking of given weights values is transformed to a tracking problem of a MIMO system. Furthermore, a sufficient condition of the PDF of system output to follow a desired PDF is given and the control strategy is obtained by solving several linear matrix inequalities. A simulated example is used to demonstrate the efficiency of the proposed approach and encouraging results have been gained.