There have been broad ranges of human-in-the-loop (HiTL) control systems, like fly-by-wire aircraft, share driving, and energy management. To develop advanced HiTL control systems with augmented intelligence, it is desirable that the machine is empowered to understand how a skilled human operator determines the control actions. It is common to model the human operator as an optimal controller with an unknown weighting matrix which depicts the tradeoff between multiple control objectives. Our aim is thus to learn the weighting matrix of the human objective function using only the system state measurement. Accordingly, for the HiTL system, a composite adaptive inverse optimal control (IOC) approach, which integrates concurrent learning (CL) based composite adaptive estimation and linear matrix inequality (LMI) optimization techniques, is proposed to learn human behavior online. The proposed composite adaptive IOC method consists of two steps: first, a composite adaptive update law is proposed to online estimate the human feedback gain matrix, which removes the persistent excitation condition required by traditional adaptive estimation methods, and then, an LMI optimization problem is solved to retrieve the weighting matrix of the human objective function with the learned feedback gain. The applicability and effectiveness of the proposed method are demonstrated with a steering control simulation.