This paper presents the new three-level optimal control scheme for the large scale nonlinear systems, which is based on fast walsh transform. It is well known that optimization for nonlinear systems leads to the resolution of a nonlinear two point boundary value problem which always requires a numerical iterative technique for their solution. However, Three-level costate coordination can avoid two point boundary condition in subsystem. But this method also has the defect that must solve high order differential equation in intermediate level. The proposed method makes use of fast walsh transform, therefore, is simple in computation because of solving algebra equation instead of differential equation.