State dependent Riccati equation (SDRE) plays an important role in nonlinear controller design. For autonomous nonlinear systems that can be expressed in linear form with state-dependent coefficients (SDC), SDRE-based controllers guarantee local asymptotic stability of the closed-loop system, under pointwise stabilizability and detectability conditions. Moreover, the optimal control for a quadratic cost function, when it exists, corresponds to an SDRE-based control design for a specific SDC parameterization of the associated nonlinear system. Unfortunately, the implementation of the SDRE-based controllers is computationally expensive. Various techniques have been developed for solving the SDRE, which are either computationally expensive or lack acceptable precision. In this dissertation, a modified state-dependent differential Riccati equation (MSDDRE) is proposed for approximating the solution of the SDRE, which is easy to implement with moderate computation power and its solution can be made arbitrarily close to that of the SDRE. Therefore, it can be used for real-time implementation of near-optimal controllers for nonlinear systems in state-dependent linear form. The proposed technique is then extended to SDRE-based filter design and its application to SDRE-based output feedback control technique. The proposed technique is also extended to state-dependent H-inf; robust control design for a constant noise attenuation bound, when the solution exists. To reduce the design conservativeness, the technique is further extended to state-dependent H-inf; robust control design with adaptive noise attenuation bound, using gain-scheduling technique and linear matrix inequality (LMI) optimization, to approximate H-inf; optimal control with state-dependent noise-attenuation bound. Local asymptotic stability of the closed-loop system is proven for all proposed techniques. Simulation results further confirm the validity of the development and demonstrate the efficiency of the proposed techniques.