Abstract: A self-optimized method was employed to establish the state space model(SVM),that is,A,B,C,D matrices were given arbitrarily,then small perturbation response between nonlinear model and SVM was compared to seek the exact A,B,C,D matrices directly.This method aims at inosculating the response between nonlinear model and SVM,so high precision could be guaranteed.This method is not limited by the order of model.One small perturbation SVM of a certain turboshaft engine model has been established by this method,and the simulation result between SVM and nonlinear model was also compared,proving the validity and accuracy.Also,the SVM could be applied to fault diagnosis and control system design for aero engines.