This paper develops a two-loop robust control strategy for systems associated with uncertainty. The inner-loop is designed offline for robust stability. The outer-loop is used online to improve the control performance based on predicted information, taking uncertainties and constraints into account. The structure of the two-loop robust controller is illustrated. A practical control algorithm is developed for the systems which can be described using an uncertain first-order plus time delay model. The benefits of the two-loop robust control strategy are illustrated by presenting the validation results and comparing with an anti-windup PI controller. (C) 2008 Elsevier Ltd. All rights reserved.