Abstract: The time delay compensation is very critical to successful implementation of real-time hybrid simulation (RTHS). The traditional time delay compensation is mainly designed for RTHS of building structures, which focuses on relative low frequency signal compensation capacity. However, the structural frequency in aerospace, transportation and other fields may exceed 10 Hz, and the influence of high-frequency signals on structural response cannot be ignored. And higher natural frequency requires smaller time delay to guarantee the stability. It needs to compensate the time delay in a wider frequency range for RTHS test. It proposes an adaptive linear quadratic Gaussian (ALQG) algorithm to expand the frequency range of time delay compensation, especially to improve the compensation capacity for high-frequency signals. The bridge with different stiffness due to different track beam sections were chosen as numerical substructures to conduct RTHS, and to verify the effectiveness and stability of the ALQG algorithm in high-speed bridge track and train body coupling system (train-bridge coupling system) RTHS. The results of RTHS tests for train-bridge coupling system were compared with those of adaptive time series algorithm (ATS). From the test results, it can be seen that the ALQG algorithm can compensate for the high frequency signals in the RTHS, and has the better compensation performance than ATS algorithm.