Can you use a PS2 Rockband set on the PS3?

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No, you cannot. In fact, not all of the PS3 instruments are compatable with the other games like they are on the 360.

from my understanding the rockband instruments for both ps2 and ps3 are the same and works on both systems.

Stop giving false information unless you know for sure. Yes you can use ps3 instruments on ps2 and vice versa, they are one and the same equipment. I'm fairly sure you can just google this and find out anyway. But personally I used them, so I know for sure.