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Dynamic ship positioning(DP) system is used to keep the position and heading of a ship, or a floating platform, above a pre-selected site on the seabed by using thrusters. This paper presents a control system based on filtering technique and optimal control theory. The planar motions of a vessel are assumed to consist of low frequency(LF) component and high frequency(HF) one. The former is mainly due to thrusters, current, wind and second order wave forces, while the latter is mainly due to first order oscillatory component of the wave force. Furthermore position measurement signals include the noise. By means of self-tuning filter and Kalman filter techniques, LF motion estimates and HF ones are seperately achieved from the position measurements of the vessel. The estimated LF motions are used as input to the feedback loops. The total thruster power is minimized using the Linear Quadratic Gaussian control theory. The performance of the vessel with the DP system is investigated by computer simulation.