This paper presents a new approach based on extended kalman filter (EKF) to construct a control lyapunov function (CLF). This function will be used in establishing the control law of inverse optimal control for discrete-time nonlinear systems. The main aim of the inverse optimal control is to avoid the solution of the difficult Hamilton-Jacobi-Bellman (HJB) equation which is resulted from the traditional solution of nonlinear optimal control problem. The relevance of the proposed scheme is illustrated through MATLAB simulation. The results show the effectiveness of the proposed method.