AbstractIn chemical process control, the application of an optimal control strategy, dictated by the theory of the linear quadratic problem, does not always guarantee the best process performance. The main problem is that the unspecified weighting matrices in the quadratic performance index have a pronounced effect on the optimal control law derived from linear quadratic theory. In the past, values of the weighting matrices have been selected by experimenting with the process in much the same manner as a PID controller is tuned. The objective of the present study is to resolve the inverse problem of optimal regulator control, limiting the performance index in the quadratic form with two independent weighting matrices which are investigated. A new criterion has been developed such that the computation of determining those matrices can be carried out off‐line in advance, and then stored in a computer for real‐time