In spite of all the advances in control over the past 50 years the PID controller is still the most common controller, see [1]. Even if more sophisticated control laws are used it is common practice to have an hierarchical structure with PID control at the lowest level, see [2–5]. A survey of more than 11,000 controllers in the refining, chemicals, and pulp and paper industries showed that 97% of regulatory controllers had the PID structure, see [5]. Embedded systems are also a growing area of PID control, see [6]. Because of the widespread use of PID control it is highly desirable to have efficient manual and automatic methods of tuning.