In this paper, three methods are presented to enhance the performance of an unstable missile system in the presence of multiple saturating actuators. Each method involves the design of a saturation detection system, which modifies a nominal autopilot via online optimization and maintains, to the extent possible, the multivariable properties of the nominal design. To prevent saturation due to exogenous signals, disturbances and noises, in particular, an error governor is proposed. This system processes the error signals within the feedback loop and the state of the compensator, so that appropriately co-ordinated control surface deflections may be generated. Traditionally, such a system has been applied only to stable plants. In this paper, it is shown how to design such a system for unstable plants. To prevent saturation due to reference (acceleration) commands from the guidance system, a reference governor is proposed. Such a system has traditionally required access to the entire state of the plant as well as that of the compensator. Here, it is shown how estimates of the plant state can be successfully exploited. The above systems are then combined to form a ‘performance enhancement supervisory system’ which prevents saturation for suitably (but non-conservatively) bounded exogenous signals, ensures local finite-gainℒ∞stability, and maintains, to the extent possible, the directionality properties of the original autopilot. Each method is applied to the problem of controlling an unstable bank-to-turn (BTT) missile.