In this paper, a new technique for solving the suboptimal tracking problem for a class of nonlinear dynamical systems based on the pseudo linearization is presented. Towards this end, an optimal tracking problem using a discounted cost function is defined and a control law with a feedback feedforward structure is designed. A state-dependent Riccati equation (SDRE) is solved in order to minimize the cost function in a suboptimal way. Due to the significant properties of the SDRE technique, the proposed method can handle the presence of input saturation, state constraint, time delay, and chaotic behavior. Two numerical examples are provided to illustrate the effectiveness and capabilities of the proposed design methodology.