This paper proposes a method of designing an optimal multivariable IFIR (Integrated Finite Impulse Response) Feedback controller which minimizes the weighted mean square value of both output errors and control inputs, when only a systems impulse response is available. Since the controller is constructed as a FIR filter, the computation for designing the optimal one is reduced to solving a discrete-time Wiener-Hopf equation. This equation can be solved recursively by increasing the order of the system via type of the Levinson-Wiggins-Robinson algorithm. Furthermore, the order of the controller can be estimated by evaluating the power of the output errors and control inputs.
Finally, the effectiveness of the proposed method is demonstrated by computer simulation.