The scarcity of information regarding dynamics and full-state feedback increases the demand for a model-free control technique that can cope with partial observability. To deal with the absence of prior knowledge of system dynamics and perfect measurements, this paper develops a novel intelligent control scheme by combining global dual heuristic programming with an incremental model-based identifier. An augmented system consisting of the unknown nonlinear plant and unknown varying references is identified online using a locally linear regression technique. The actor–critic is implemented using artificial neural networks, and the actuator saturation constraint is addressed by exploiting a symmetrical sigmoid activation function in the output layer of the actor network. Numerical experiments are conducted by applying the proposed method to online adaptive optimal control tasks of an aerospace system. The results reveal that the developed method can deal with partial observability with performance comparable to the full-state feedback control, while outperforming the global model-based method in stability and adaptability.