The problems created by the presence of finite actuators and sensors in the control of linear multivariable systems are well known. These problems, which are particularly evident when high-gain or fast-sampling control is used, are usually the cause of highly oscillatory or even unstable closed-loop time-domain behaviour. Therefore, the presence of finite actuators and sensors is probably one of the major factors responsible for the failure of many of the existing multivariable. control methods to deal with practical control problems, .especially in the case of 'high-performance 1 systems - that require tight non-interacting closed-loop tracking behaviour. In this thesis, the very important field of high-gain and fast-sampling control of linear multivariable systems with explicit actuators and sensors is investigated. In particular, the synthesis of both high-gain analogue and fast-sampling digital error-actuated proportional-plus-integral controllers for linear minimum-phase multivariable plants with explicit actuator and sensor dynamics is presented. More importantly. the tuning of such controllers is systematised to make explicit the choice of the controller tuning parameters based on the gain/sampling frequency, the actuator and/or sensor time-constants, and the required closed-loop time-domain performance of the tracking systems. Furthermore, it is shown that the controller design can be achieved using only data obtained from direct input-output measurements in the time-domain. In this way, the limitations imposed by the requirement for the provision of linearised models in either state-space or transfer function matrix form - a prerequisite of many current design methodologies - for the purposes of controller design are eliminated and, as a result, the scope of practical applicability of the developed design methodology is vastly increased. The various novel facets of this design methodology are illustrated throughout this thesis by considering the multivariable model of a gas turbine with explicit actuator and sensor dynamics. Thus, the performance characteristics of the controllers for this gas turbine designed by the -present methodology are compared with those of controllers designed by previous methodologies.