A new approach to complex control of four indices of coal quality (ash content, humidity, sulfur content, density) without any restriction imposed on the number of signals used, but with obligatory selection of the most informative totality of the signals for the determination of one quality index on the basis of it with the minimum error possible, is presented. Selection of the most informative totality of the signals, instrument calibration and elaboration of the optimal algorithm for the signal reprocessing, are perceived as optimization. The optimization algorithm suggested is applicable to any principles and methods of measurement, since the types of the signals are not specified in it. The signals may even contain information on the intensity of different types of radiation.