We give a concrete description of a controlled quantum stochastic dynamical model corresponding to a quantum system (a cavity mode) undergoing continual quadrature measurements, with a PID controller acting on the filtered estimate for the mode operator. The control has three feedback paths: P (proportional), I (integral) and D (derivative) of the error signal. Central use is made of the input and output pictures when constructing the model: these unitarily equivalent pictures are presented in the paper, and used to transfer concepts relating to the controlled internal dynamics to those relating to measurement output, and vice versa. The approach shows the general principle for investigating mathematically and physically consistent models in which standard control theoretic methods are to be extended to the quantum setting.