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Adaptive optics provides real time correction of wavefront disturbances on ground based telescopes. Optimizing control and performance is a key issue for ever more demanding instruments on ever larger telescopes affected not only by atmospheric turbulence, but also by vibrations, windshake and tracking errors. Linear Quadratic Gaussian control achieves optimal correction when provided with a temporal model of the disturbance. We present in this paper the first on-sky results of a Kalman filter based LQG control with vibration mitigation on the CANARY instrument at the Nasmyth platform of the 4.2-m William Herschel Telescope. The results demonstrate a clear improvement of performance for full LQG compared with standard integrator control, and assess the additional improvement brought by vibration filtering with a tip-tilt model identified from on-sky data, thus validating the strategy retained on the instrument SPHERE at the VLT.