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The optimal tracking control problem for bilinear system affected by external disturbances based on state feedback is considered. Based on the concept of relative order of the output with respect to the input, firstly, a model of bilinear system affected by disturbances is changed to a model of pseudo linear system through the coordinate transformation. Then based on the theory of linear quadratic optimal control, eventually, the optimal control law is obtained by solving the two-point boundary value problem. At last, simulation examples show that the algorithm is effective.