The optimal control problem was studied for linear time-varying systems, which was affected by external persistent disturbances with known dynamic characteristics but unknown initial conditions. To damp the effect of disturbances in an optimal fashion, we obtained a new feedforward and feedback optimal control law and gave the control algorithm by solving a Riccati differential equation and a matrix differential equation. Simulation results showed that the achieved optimal control law was realizable, efficient and robust to reject the external disturbances.