Abstract: In cases where parameters of linear dynamic system are known,an optimal control scheme for the design of a constant gain filter was proposed〔1〕.In this paper,we have generalized the above method and used it in systems with unknown parameters.First,we identify the unknown parameters by generalized Kalman filter inthe expansion of the dimension system;Hence,we obtain the optimal transient constant gain filters of the system.A case study shows that our method is effectiveand simple for the design of a constant gain filter with unknown parameters in thesystem