The method of chaos optimization

which is based on the transient response of the system

designed for weighting matrix of LQR controller is proposed

in order to solve the difficult of the choice of weighting matrix.The chaotic variable is applied to get global optimum by means of combination global and partial chaos searching.The controller designed by the approach can satisfy the performance index of linear quadratic and the anticipated step response of close-loop system simultaneously.At last

the effectiveness and feasibility are demonstrated by simulation results of a three order SISO system.