Implementation of a PID Controller
It looks reasonable, but I don't see why you need to make the Proportional term a member of the class, it doesn't need to be saved, at best it might make sense to be able to query it with a get, but a set seems misleading.

I'd be reluctant to allow public setting of the Integral and Derivatives too, querying them might be useful, but letting users of the class set it seems odd.

Forcing the scaling by 1000.0 seems arbitrary and inflexible too, this would make sense to expose as a settable constant in my view.