A robust stability index for a multivariable control system is proposed. On‐line robust control based on that index is then carried out. Filters are added in the feedback loops of the control system. The stability index enables on‐line tuning of the filters. Robust design with incorrectly given bounds on the modelling error is investigated. When the modelling error is smaller than or almost equal to the given bounds of error, the robustly designed systems give equivalent to or a little worse performance than that of the control system without robust design. But when the given bounds of error were much less than the actual size of the modelling error, the proposed design method improved performance significantly.