This book introduces the reader to a novel method of mathematical description, analysis and design of digital control systems, which makes it possible to take into account, in the most complete form, specific features of interaction between continuous-time and discrete time processes. Though general ideas for the method have been made public more for more than half a century, it is only in the last few years that attempts to develop a closed general theory for systems of this class based on the bilateral Laplace transformation and parametric transfer function concepts, have been successful.This book offers a unified view of different digital control and filter problems, especially the direct design of optimal digital control algorithms for continuous-time plants of arbitrary structure is presented. The book is written in a text book style with numerous examples and figures that will help the reader become aquainted with new material. The reader can also use the MATLAB toolbox DirectSD to study the numerical examples of the book or to solve practical problems.The book provides a deeper understanding of what happens in computer controlled systems and makes it possible to acquire competence to solve practical problems.