The control of free-floating robots requires dealing with several challenges. The motion of such robots evolves on a continuous manifold described by the Special Euclidean Group of dimension 3, known as SE(3). Methods from finite horizon Linear Quadratic Regulators (LQR) control have gained recent traction in the robotics community. However, such approaches are inherently solving an unconstrained optimization problem and hence are unable to respect the manifold constraints imposed by the group structure of SE(3). This may lead to small errors, singularity problems and double cover issues depending on the choice of coordinates to model the floating base motion. In this paper, we propose the use of canonical exponential coordinates of SE(3) and the associated Exponential map along with its differentials to embed this structure in the theory of finite horizon LQR controllers.