A systematic design of weighting matrices for the H. mixed sensitivity problem is presented in this paper. Once a nominal model has been chosen, an initial design of the weighting matrices based on the multiplicative output uncertainty is proposed. The final weighting matrices (which permit that an appropriate closed loop behavior is achieved)are obtained by tuning just one parameter for each output of the system. A multivariable control of two temperatures of a pilot plant (which constitutes a typical example of an industrial process) is included as an application where the validity of the proposed methodology has been tested. (C) 2003 Elsevier Ltd. All rights reserved.