The Gran Telescopio Canarias (GTC) will be soon equipped with an Adaptive Optics (AO) system. The GTCAO system is currently at the Instituto de Astrofisica de Canarias (IAC), where tests and performance assessment are ongoing. The Institut d'Optique Graduate School-Laboratoire Charles Fabry (IOGS-LCF), through a collaboration with IAC, is exploring high performance control solutions. In this proceeding, we present first bench results for such a controller, namely a Linear Quadratic Gaussian regulator (LQG). First, we briefly describe the GTCAO bench and the principle of the LQG regulator. Second, an aspect of this development is outlined, namely the wavefront sensor measurement noise variance characterization. It is conveniently based on the use of telemetry data (wavefront sensor closed-loop slopes power spectral densities and subapertures flux) allowing for an easy-to-update and best-tuned controller. Finally, on-bench performance results are presented with an LQG regulator in the line of the previous on-sky experiments with full LQG regulator, implemented in DARC,5 the GTCAO RTC. Comparison is performed with the integrator as baseline controller, through evaluation of the Strehl ratio from point spread functions acquired on the scientific camera, rejection transfer functions and stability margins.