  In this paper, we introduce a discrete memoryless State-Dependent Relay
Channel with Private Messages (SD-RCPM) as a generalization of the
state-dependent relay channel. We investigate two main cases: SD-RCPM with
non-causal Channel State Information (CSI), and SD-RCPM with causal CSI. In
each case, it is assumed that partial CSI is available at the source and relay.
For non-causal case, we establish an achievable rate region using
Gel'fand-Pinsker type coding scheme at the nodes informed of CSI, and
Compress-and-Forward (CF) scheme at the relay. Using Shannon's strategy and CF
scheme, an achievable rate region for causal case is obtained. As an example,
the Gaussian version of SD-RCPM is considered, and an achievable rate region
for Gaussian SD-RCPM with non-causal perfect CSI only at the source, is
derived. Providing numerical examples, we illustrate the comparison between
achievable rate regions derived using CF and Decode-and-Forward (DF) schemes.
