In this thesis, we have studied dynamical systems on time scales. Firstly, we give basic definitions and theorems about the time scales and dynamical systems. We present Floquet theory and stability criterion on periodic discrete Hamiltonian systems. We introduce the Hilger complex plane and exponential function on time scales. This exponential function is shown to satisfy an initial value problem involving a first order linear dynamic equation. Uniqueness and existence theorems are presented. And then we give stability criterion, Lyapunov transformations and a unified Floquet theory for periodic time scales. We try to collect studies (Bohner and Peterson 2001), (Dacunha 2005), (Ahlbrandt and Ridenhour 2003) about Dynamical Systems On Time Scales.