This paper presents a robust optimal controller for a Hovering Autonomous Underwater Vehicle (HAUV) in station keeping. The proposed controller does not require added mass, hydrodynamic drag force, and buoyancy force information of the HAUV system. The proposed controller is a time invariant controller which combined optimal control technique and robust filter control technique. The optimal control technique is used to provide a minimum performance index in terms of the tracking error of the HAUV system. On the other hand, the robust filter control technique is used to compensate the effect of added mass, hydrodynamic drag force, buoyancy force, model nonlinearities, and external disturbances on the HAUV system. The proposed controller can reject the effects of waves on the HAUV system without high frequency oscillation on its force profile. Simulation results show that the proposed controller has maximum steady state error of 0.002 meter, error-squared performance index of 2.1, and control signal frequency of 0.1 Hertz.