This paper addresses the problem of tracking constant references for linear systems subject to control saturation. Considering an unitary output feedback loop, containing an integral action, conditions in LMI form are proposed to compute a state feedback and an integrator anti-windup gain. These conditions ensure that the trajectories of the closed-loop system are bounded in an invariant ellipsoidal set, provided that the initial conditions are taken in this set and the references and the disturbances belong to a certain admissible set. Based on these conditions, optimization problems aiming at the maximization of the invariant set of admissible states and/or the maximization of the set of admissible references/disturbances are proposed.

In this work, a systematic methodology to design dynamic output feedback controllers, for linear control systems presenting both actuator and sensor saturations, is proposed. A theoretical condition that ensures that the trajectories of the closed-loop system are bounded for L2 disturbances, while ensuring internal global asymptotic stability is stated. From this theoretical condition an LMI-based optimization problem to compute the controller aiming at minimizing the induced L2 gain between the disturbance and the regulated output is proposed.

Data-based control design methods consist of adjusting the parameters of the controller directly from batches of input-output data of the process; no process model is used. The adjustment is done by solving an optimization problem, which searches the argument that minimizes a specific cost function. Iterative algorithms based on the gradient are applied to solve the optimization problem, like the steepest descent algorithm, Newton algorithm and some variations. The only information utilized for the steepest descent algorithm is the gradient of the cost function, while the others need more information like the hessian. Longer and more complex experiments are used to obtain more informations, that turns the application more complicated. For this reason, the steepest descent method was chosen to be studied in this work. The convergence of the steepest descent algorithm to the global minimum is not fully studied in the literature. This convergence depends on the initial conditions of the algorithm and on the step size. The initial conditions must be inside a specific domain of attraction, and how to enlarge this domain is treated by the methodology Cost Function Shaping. The main contribution of this work is a method to compute efficiently the step size, to ensure convergence to the global minimum. Some informations about the process are utilized, and this work presents how to estimate these informations. Simulations and experiments demonstrate how the methods work.