In this paper, an actively controlled anti-rolling system is considered, in order to reduce the rolling motion of a ship. In this control system, a small auxiliary mass is installed on the upper area of the ship, and an actuator is connected between the auxiliary mass and the ship. The actuator reacts the auxiliary mass, applying inertial control forces to the ship to reduce the rolling motion in the desired manner. In this paper, we introduce LMI based H$_{infty}$ control approach to design the anti-rolling control system for the controlled ship. And the experimental results show that the desirable control performance can be achieved.