In this paper, a robust MRAC (model reference adaptive control) scheme is applied to control an electrohydraulic positioning system under various loads. The inverse dead-zone compensator in the control system cancels out the dead-zone response, and an integrator added to the controller provides good position-tracking ability. LQG/LTR (linear quadratic Gaussian control with loop transfer recovery) closed-loop model is used as the reference model for learning the MRAC system. LQG/LTR provides a systematic technique to design the linear controller that optimizes the objective function using some compromise between the control effort and the system performance in the frequency domain. Different external load tests are performed to investigate the effectiveness of the designed MRAC system in real time. The experimental results show that the tracking performance of the proposed system is highly accurate, which offers considerable robustness even with a large change in the load.