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This note presents a method for designing a state feedback control law to reduce the effect of disturbances on the output of a given linear system. The problem under consideration involves attenuating the disturbances to a prespecified level. The construction of the state feedback control law requires the solution of a certain algebraic Riccati equation. By applying the procedure with successively smaller values of the prespecifled disturbance level, the result also provides an approach to the optimization problem for the state feedback case.