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In the PID webinar you say that first you tune P and then D and last is I.
Other sources like Haltech help, and Megasquirt manual say that you need to tune P and then I and almost never D.
Can you shade some light on that ?
In my experience it depends to a degree on the system you're tuning, how fast it can respond, and what sort of control you want/need. It's quite possible to achieve closed loop control with just P & I Gains. It's also a workable technique for example when setting up boost control, to use just integral gain initially and log this to see what sort of base duty cycle achieves your target boost. It's all about understanding the interaction of the components and how each one affects the control of the system.
The derivative gain provides a dampening effect so it allows the use of more proportional gain without risking oscillation, instability and overshoot, so while it isn't essential, it is helpful in systems where you want to achieve very fast response. I've yet to see for example see an ECU apply dbw throttle control or cam control without the use of P, I and D gains - Both of these require very fast and very accurate tracking of target.