This paper describes the mathematical modeling of the multi-loop Ball & Beam Control System; the PID Controller designing as well as the Linear Matrix Inequalities (LMI) based Anti-Windup Controller (AWC) design to remove the winding effect present due to the integral actions present in the transfer function and in the controller. Balancing a ball on a motor driven beam is one of the most difficult and classical control problems. The ball and beam system is widely used because it is very simple to understand as a system and yet control techniques that can be studied. The classical PID Controller to stabilize the system is designed using the ITAE equation. Due to the integral terms present in the transfer function and Controller produce the winding effect in the actuator's output due to saturation. From a Control Engineering perspective, one of the main attractions of LMI is that they can be used to solve problems which involve several matrix variables. The main advantage of LMI based AWC is that is gives the optimal result with the dynamic gains and it only dependent on the plant parameters, mean if the controller is changed then LMI based AWC will remain same for that Controller. The LMI based AWC removes the winding effect and doesn't affect the transient response. In the paper the robust AWC for the cascade control is applied to the ball on beam control system.