JamesAndrix comments on What is control theory, and why do you need to know about it? - Less Wrong
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That isn't the case with the control systems in the OP. A thermostat doesn't know how long it will need to stay on to reach the desired temperature from the current temperature. Even its designers didn't necessarily know that. It just
(1) turns on;
(2) checks the temperature
(3) stays on if still hasn't reached desired temperature; else turns off.
Moreover, it doesn't even learn from this experience. The next time it finds itself with exactly the same disparity between current and desired temperature, it will go through exactly the same procedure, without benefiting from its previous experience at all.
All that matters is that the system responds in a way that (1) approaches the desired state, and (2) won't overshoot---i.e., won't reach the desired state so quickly that the system can't turn off the response in time. These seem to be what were missing with your sailing students.
Edited to correct format
(2) won't overshoot---i.e., won't reach the desired state so quickly that the system can't turn off the response in time. These seem to be what were missing with your sailing students.
But that's a a result of the high responsiveness of the furnace vs. the low responsiveness of the boat. You couldn't blindly let a thermostat control a boat or a missle, you would have to tune it. It some situations it might need to turn itself back off before it's input (heading) has noticeably changed.