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This paper descriLes the development and testing of an automatic control system for heading and depth control of an Autonomous Underwater Vehicle (AUV) using the Liinear Quadratic Gaussian with Loop Transfer Recovery (LQG/LTR) method. The control variables were rudder angle and sternplane angle. The nonlinear equations of motion were linearized about various speeds and control inputs. Based on the resulting linearized model a compensator was developed for each speed and gain scheduling was applied to provide a controller that covered the enlire range of submersible speeds. Compensator testing was performed using a computer simulation based on the nonlinear equations of motion and satisfactory performance was obtained.