The origin of the saturation problem is introduced,and the development of anti-windup technique is divided into three periods.The general anti-windup scheme and some key problems are talked about.Two difficulties exist in anti-windup studies,including estimation of the attraction domain and processing of saturation.The design ideas of and the theory applied in direct and anti-windup methods are briefly summarized.The advantages and disadvantages of the two methods are compared.The lately results are introduced separately in linear and non-linear systems.Some extensions are discussed to enrich the anti-windup research.