The paper presents the application of State-Dependent Riccati Equation (SDRE) based optimal control for a nonlinear system. The performance of linear control methods in controlling nonlinear systems is inconsistent due to their inability to adapt themselves to the varying operating conditions of nonlinear systems. This stubborn feature of linear control methods limits their control performance. However, SDRE technique offers a flexible design to obtain an optimal control strategy, thereby accounting for the varying operating conditions. With the existence of this flexibility, SDRE control method has attracted a lot of interest in controlling nonlinear systems. A 3-DOF laboratory helicopter is thus used to investigate experimentally the performance of the proposed SDRE control method in tracking the reference motions in both travel and elevation axes. To establish the feasibility of the SDRE control method, it is compared with the well-known Linear Quadratic Regulator (LQR) control method in terms of the cost function value. Results show that SDRE control method is more effective than LQR one.