A new approach to trajectory control of an industrial robot is proposed which aims to reduce the error in the trajectory, under the assumption that the position of the hand is known or can be measured in Cartesian space. An on-line system identification technique, referred to as the adaptive linear modelling technique, and a forecasting algorithm to generate corrective commands were used. A laser measurement system with a laser source and a photodetector was developed to detect the error between the actual and desired trajectories in Cartesian space. By implementing the proposed methods a 70% improvement in controlling the trajectory error was achieved.