An identification-free adaptive optimal control based on switching predictive models is proposed for the systems with big inertia, long time delay and multi models. Multi predictive models are set in the identification-free adaptive predictive control, and switched according to the optimal switching instants in control of the switching law along with the system running situations in real time. The switching law is designed based on the most important character parameter of the systems, and the optimal switching instants are computed out with the optimal theory for switched systems. The simulation test results show the proposed method is suitable to the systems, such as superheated steam temperature systems of electric power plants, can provide excellent control performance, improve rejecting disturbance ability and self-adaptability, and has lower demand on the predictive model precision.