SUMMARY
Physical limits of real control systems, such as force saturations and state variable constraints, if attained during the motion, may cause actuator damages, loss of control effectiveness or even a dynamic instability. In order to overcome these drawbacks and improve the overall reliability of the control policy without turning to uneconomic designs, it might be convenient to account for physical limitations directly in the control law. This philosophy is embraced in this paper, where a general approach is presented based on the tool of the state‐dependent Riccati equation, in the general framework of nonlinear regulation. The proposed formulation is meant to be feasible to handle limitations on both state variables and control forces. This general control strategy is then specialized to the case of a seismically excited multi‐storey frame structure equipped with an active mass damper subjected to actuator saturation and stroke limitation. In‐depth numerical simulations are also performed in order to investigate the effectiveness of the proposed approach, for different levels of constraint severities, and its robustness against unknown random variations of structural parameters, also in the case of incomplete number of sensors, measurements affected by noise and the presence of process disturbances. Copyright © 2011 John Wiley & Sons, Ltd.