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The Quad-Rotor Helicopter which is nonlinear and coupled with each other makes it difficult to establish accurate physical mechanics model,for the problem,the design of LQR controller on Quad-Rotor Helicopter based on identified ARX mode were discussed.Using state-dependent AutoRegressive model with exogenous variable yields the ARX model, LQR controller is a predictive controller of infinite time domain based on local linear model.The structure of the Quad-Rotor Helicopter’identified ARX model based on dynamic properties was built firstly,and identify the model parameters using the structured nonlinear parameter optimization methods, obtain the Quad-Rotor Helicopter’s nonlinear dynamic model to meet the demand of engineering precision.then,the state feedback’s LQR controller based on the model was given, and by solving the Riccati equation of working point, the state feedback matrix was accessed. Finally, the simulation results and real time control verify the validity and reliability of the proposed method.