Existing small-signal modeling approaches for DC-DC converters are inaccurate in modeling the inherently large signal dynamics that typically occur during the starting-up phase. This paper addresses this issue by proposing a modeling approach for the closed-loop start-up of DC-DC converters, using state space augmentation. The proposed method, by considering the closed-loop control input as an additional state of the system, facilitates an accurate prediction of the transient behavior during startup. An analytical modeling algorithm is presented for a generic system. Subsequently, the proposed approach is instantiated for a boost converter operating in closed loop. The accuracy of the proposed approach is demonstrated through simulation results as well experiments on a laboratory prototype.