This book provides a systematic and unified approach to the analysis, identification and optimal control of continuous-time dynamical systems via orthogonal polynomials such as Legendre, Laguerre, Hermite, Tchebycheff, Jacobi, Gegenbauer, and via orthogonal functions such as sine–cosine, block–pulse, and Walsh. This is the first book devoted to the application of orthogonal polynomials in systems and control, establishing the superiority of orthogonal polynomials to other orthogonal functions.