The boiler-turbine unit is really a complex system in thermal power engineering due to its large-scale nonlinearity, unmeasured state, unknown disturbances, and constraints imposed on both controls and outputs. To design a controller with appropriate performance in above synthetical cases, this paper intends to propose an adaptively receding Galerkin optimal controller design method, in which, the mathematical dynamics of unit can be directly used as a predictive model without any linearization, and the unmeasured state in the predictive model is adaptively estimated using a predesigned state observer. With the help of a mathematical predictive model, optimal control law is then obtained based on a Galerkin optimization algorithm. Due to the application of the useful information measured at every sampling time instant, the proposed method can deal with the tracking problem with constraints rather than the stabilization problem that can be only done by the traditional Galerkin optimal control. Furthermore, it can also be easily extended to estimate and thus eliminate constant disturbances in an output channel using an independent model strategy. Some simulations suggest that satisfactory tracking performance can be achieved even when the unit experiences wide-range load change.