This book is meant for postgraduate students studying Systems/Control Engineering either at the M.Sc. or Ph. D. levels and those studying Applied Mathematics at those levels. It is written from experience acquired from teaching the course to Masters and Doctorate degree students for several years. It is believed that students picking this book to read would have been well-grounded in B.Sc. level Applied Mathematics or higher Engineering Mathematics before attempting to do so. In order to carry readers along, worked examples have been presented along with the lectures. Though the book is intended for university postgraduate students, Research institutions would equally find it a valuable source of information and facts. Students of Applied Mathematics, both at undergraduate and postgraduate levels, would also find it useful in their studies.