From what I have read, it's a combination. The Brits are real big on keeping sturgeon in ponds with koi. They have some excellent information on keeping sturgeon.
http://www.sturgeon-web.co.uk/ Is the best site I have found. Even the more adaptable sterlets which are basically miniature sturgeon require water qualities close to trout. I think they may be a hair bit more temp tolerant but the DO had better be near saturation...
If I had a larger pond over say 2 acres in a more northern climate, I think keeping a sturgeon or two would be very interesting. They even have albino varieties in the UK. I doubt you'd be allowed to import European species into the States, but a 4 ft diamond sturgeon with it awesome coloration or a 3 foot albino sterlet would be very cool...
