Roger: the output of the LEM is 0-5v, but that covers the range -900 to +900 amps. I think it's intended for use with AC stuff too. 2.5v is considered 0 Amps. Then for the 500 amp version, 2.5v + 0.625v corresponds to 500 amps. They want to leave extra room for higher currents that may be encountered I guess. There isn't one that I have found that is 0 amps at 0v and say 900 amps at 5v (for safety). That would be too obvious! Tamura has one that has an output of -5v to 5v, but is powered by a 15v and -15v supply. It would be nice to have a 5v or 12v supply line to keep things simple.
It's a LEM HASS 500-s, from digikey.
http://www.lemusa.com/docs/products/hass_e.pdf
I tried to video tape the oscilloscope output, but it didn't really show up. Maybe I can get some pictures. I need to go outside and figure out the value of the frequencies that are showing up that look like noise to me.
PI loop means proportional gain and Integral gain loop. You don't really need the D (derivative) in this context. Wikipedia has a good shower hot water analogy about it.
PID controller - Wikipedia, the free encyclopedia
For soldering the pins to the wire, you might want to try to attach some sort of MOLEX connector to the wires, and then plug it in to the pins. That would be my guess.