This paper presents a new method for on-line identification of exact affine model for multivariable processes with nonlinear and time-varying behaviors. A self-generating radial basis function (RBF) neural network trained by growing and pruning algorithm for RBF (GAP-RBF) is utilized for deriving the affine model. The extended Kalman filter (EKF) is used for parameter adaptation in the GAP-RBF neural network. The growing and pruning criteria of the original GAP-RBF have been modified with the objective to enhance its performance in on-line identification. Simulation results on two nonlinear multivariable CSTR benchmark problems show an excellent performance of the proposed approach, incorporated with the modified GAP-RBF (MGAP-RBF) neural network, for affine modeling. (C) 2008 Elsevier Ltd. All rights reserved.