A class of MIMO high-order LTI system in robot control field is discussed.According to the composition of the mathematics model,sufficient conditions and related deductions are proposed to realize the robust quality of the whole system to unconfirmed interference by local feedback H_∞ control based on LMI.A new algorithm to solve H_∞ control problem for this kind of system is also presented.Then this algorithm is applied to a wheeled mobile robot with holonomic constraints.The simulation results show the efficiency of the method.