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In this note, the authors propose a generalization of the well known Wiener-Hopf design method of optimal controllers and filters, applicable to a certain class of systems described by fractional order differential equations, the so called rational order systems that, in the Laplace domain, are described by transfer functions which are quotients of polynomials in salpha, alpha = (1 /q), q being a positive integer. As can be verified in the literature, such transfer functions arise in the characterization of some industrial processes and physical systems which can be adequately modeled using fractional calculus, or when modeling some distributed parameter systems by finite dimensional models. A brief exposition of the standard Wiener-Hopf method, and some fundamental considerations about rational order systems are given before presenting the proposed procedure. Illustrative examples are discussed.