Conventional state regulators which are optimal with respect to a quadratic performance functional are proportional controllers, and therefore do not, in general, perform satisfactorily in the presence of steady disturbances. In this paper, a procedure for designing optimal state regulators which incorporate integral action is presented, and the superior performance of such controllers in the presence of Steady disturbances is demonstrated. Necessary and sufficient conditions for the existence of such generalised optimal state regulators are also presented.