how to tune a LQG controller design?

Hi I am trying to design a controller for a temperature control system, which needs to warm up to a certain temperature. but since LQG is a controller that regulates around 0, I am using the reference gain which is equal to ref_gain = -(1./((C*(A+B*f)^-1)*B)); according to some resources that I have found, but the system does not regulate around the desired points and takes a lot of time to stabilize. as I change the values for Q and R, the response doesnt change at all. does any one have any idea? is it possible that this system can not be regulated with LQG?the same system works perfect with PI controller, though.