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In this paper, the application of optimal state estimation and optimal state feedback algorithms for real-time active magnetic bearing control is treated. A linear quadratic Gaussian controller, consisting of an extended Kalman filter and an optimal state feedback regulator, is implemented. It is shown that this controller yields improved rotor positioning accuracy, better system dynamics, higher bearing stiffness, and reduced control energy effort compared to the conventionally used proportional-integral-differential control approaches. In addition, a method for compensating unbalance-caused forces and vibrations of the magnetically levitated rotor is presented which is based on the estimation of unknown disturbance forces. All results achieved in this paper are verified by means of measurements.