The model of a three-degree-of-freedom Wave Energy Converter can be simplified as a linear time-varying system, in which the heave displacement is uncoupled from the the other two modes and hence can be solved independently. Yet, the heave displacement affects the the other two modes through exciting the pitch mode, which in turn is coupled with the surge mode. The purpose of this paper is to design a controller to maximize the energy harvested over a receding time horizon. We also want to demonstrate that, with proper design of the control, it is possible to exploit this nonlinear coupling between the modes so as to harvest more energy. The controller selected is the linear quadratic Gaussian optimal control. The prediction of excitation forces is constructed based on the estimation where the estimations are obtained by using extended Kalman Filter. The prediction of excitation force is fed into the controller to compute the time-varying linear quadratic optimal control. Constraints on the WEC motion are accounted for in computing the control. The results show that the energy captured by three-degree-of-freedom Wave Energy Converter is multiple-fold higher than the energy extracted in heave mode only, depending on the sea state. Higher energy harvesting is demonstrated when the linear time-varying model is used in control design.