The LQG and LQG/LTR compensators have the same structrues in dynamics. The only difference is the values of the design parameters in the two compensators. The design parameters of the LQG and LQG/LTR compensators are selected in the sense of the least-squares error minimi- zation and loop shaping, respectively. In this paper, the LQG and LQG/ LTR design methods are applied to the helicopter in hover which is modeled as a SISO fourth order system. The dynamic characteristics and the perfor- mance of the two control systems are analyzed by the computer simulation. It is found that the LQG/LTR design method is systematic and has good performance in comparision with the LQG design method.