System identification and on-line robust control have been developed for a multi-variable system with dead times. For system identification, a modified Astrom and Hagglund' s autotuning method is applied to obtain the transfer function matrix. An accurate transfer function matrix can be obtained using the proposed method. However, if the system has noises, an accurate transfer function matrix may not be obtained even if a relay with hysteresis is used. Modelling error is unavoidable. An on-line robust control based on a stability index is proposed to improve the performance of the control system