A comparison of control performance for a number of digital control strategies is made, and the effect of different sampling periods is examined. The continuous-time average output variance is adopted as a measure of the closed loop behavior. For all the design methods a tuning parameter is used to ensure a fixed control variance independent of the sampling period. An approximate method, using Taylor series, is also presented to analyze the state covariance versus the sampling period. An investigation is made for some typical process models. The results show that control strategies having a continuous-time counterpart can be recommended.