The text is written to comprise a two-quarter or two-semester graduate course in applied mathematics or engineering. Alternatively, for students with background in state space methods, a serious approach at a significant portion of the material can be achieved in one semester. The material has been successfully taught in this capacity during the past few years by the authors at Caltech, University of Waterloo, University of Illinois, and UCLA. Students are assumed to have some familiarity with linear algebra, and otherwise only advanced calculus and basic complex analysis are strictly required. The presentation style assumes, however, a mathematically inclined reader, since we focus on a complete theoreticaJ foundation rather than on application examples.