An approach for implementation of control system with anti-windup compensation using fault detection multifiltering is presented. The residual signal used for anti-windup compensation is obtained from a filter bank (i.e. multifiltering) for fault detection, thus it is not necessary its explicit measurement. This residual signal is considered as a fault, in order to design the fault detection filter. The filter bank is synthesized using robust LMI based control techniques. Additional LMI restrictions have been used in the optimization process, to garantice better performance. This method allows to consider multiobjective performance indexes, for different actuator saturation conditions, in the same way as in fault diagnosis problems. A numerical example to probe the proposed implementation method effectiveness is also presented.