An approach for implementation of a control system with anti-windup compensation using fault detection multifiltering is shown. The residual signal used for anti-windup compensation is obtained from a filter bank (i.e. multifiltering) for fault detection, thus its explicit measurement is unnecessary. This residual signal is considered as a fault, in order to design the fault detection filter. Filter bank synthesis is achieved by means of LMI based robust control techniques. Additional LMI restrictions have been used in the optimization process, to guarantee better performance. This method allows to consider multiobjective performance indexes, for different actuator saturation conditions, in the same fashion as in fault diagnosis problems. A numerical example to verify the proposed implementation method effectiveness is shown.