In linear control system design, it is often assumed that control is u
nbounded. However, due to practical constraints, actuator saturation o
ften occurs. To compensate for the actuator saturation, heuristic tech
niques are developed and can be found in the literature. In this paper
, the optimal compensation for a class of sub-optimal control laws suc
h as the minimum variance, generalized minimum variance, k-incremental
, integrating and generalized predictive control is derived. Compariso
ns with non-optimal schemes such as those derived heuristically are ma
de. It is shown that the optimal compensation scheme also yields the l
owest accumulated sum of the cost function under certain conditions, a
lthough the result does not generally hold, as illustrated by a numeri
cal example.