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Mathematical Problems in Engineering
Volume 8, Issue 4-5, Pages 311-321

An LQG approach to systems with saturating actuators and anti-windup implementation

Department of Electrical Engineering and Computer Science, University of Michigan, Ann Arbor 48109-2122, MI, USA

Received 23 April 2002

Copyright © 2002 Hindawi Publishing Corporation. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


This paper extends the LQG design methodology to systems with saturating actuators and shows that resulting linear controllers do not require an anti-windup implementation.