In this paper new nonlinear control systems modelling methodology is presented. The nonlinear system is given in the form of NARX model. Modelling method is based on decomposition of the nonlinear function (right-hand side of the NARX model) into multiple local linear mappings. These mappings are represented by a self-organising neural network and a local linear mapping is associated with each neuron. The network is trained by a combination of vector quantisation and Winner Takes Most procedure. The application of the proposed method to modelling of nonlinear control system is also given.