This paper addresses the trajectory tracking problem for constrained high dynamic electrohydraulic actuator in the presence of time-varying parameters, high frequency external load interference, measurement noise and some unmeasurable states. An adaptive robust optimal control scheme is proposed for the electro-hydraulic actuator in legged robot. The framework of our presented scheme is based on a linear time-varying model predictive controller (LTV-MPC) embedded with a multi-scale online estimator (MEKF). With fast-varying and slow-varying time scales, the MEKF part is used not only for measurable states filtering and unmeasurable states estimation, but also for time-varying parameters and external load interference estimation, which will be integrated into the mpc model in real time. The LTV-MPC part is a trajectory tracking controller designed by constrained MPC with an approximate high-precision real-time model and a rapidly solved cost function, which guarantees that the input and output constraints are satisfied during the receding horizon and optimal control process. Finally, with a series of highly dynamic conditions, the comparison experiment results show that the proposed controller has a simple design process, strong adaptive robust performance and trajectory tracking performance, which verifies the effectiveness of the control scheme. INDEX TERMS Multi-scale online estimator, linear time-varying model predictive controller, electrohydraulic actuator.