A two-level system engineering design approach to integrated control and supervision of industrial multi-zone furnaces has been elaborated and tested. The application case study is the three-zone 25 MW RZS furnace plant at Skopje Steelworks. The integrated control and supervision design is based on combined use of general predictive control optimization of set-points and steady-state decoupling, at the upper level, and classical two-term laws with stady-state decouling, at the executive control level. This design technique exploits the intrinsic stability of thermal processes and makes use of constrained optimization, standard non-parametric time-domain process models, identified under operating conditions, using truncated k-time sequence matrices, controlled autoregressive moving average models. Digital implementations are sought within standard computer process control platform for practical engineering and maintenance reasons.