The multivariable continuous-time generalised predictive controller (CGPC) is recast in a state-space form and shown to include generalised minimum variance (GMV) and a new algorithm, predictive GMV (PGMV) as special cases. Comparisons are drawn with the exact linearisation methods of nonlinear control, and it is noted that, unlike the transfer function approach, the state-space approach extends readily to the nonlinear case. The resulting state space design algorithms are conceptually and algorithmically simpler than the corresponding transfer function based versions and have been realised as a freely available Matlab tool-box.