This thesis presents a residential thermostat that enables accurate aggregate load control systems for electricity demand response. The thermostat features a control strategy that can be modeled as a linear time-invariant system for short-term demand response signals from the utility. This control design gives rise to linear time-invariant models of aggregate load control and demand response, which is expected to facilitate the design of more accurate load-based regulation services for electricity interconnections and enable integration of more highly variable renewable electricity generation resources. A key feature of the new thermostat design is the elimination of aggregate short-term load control error observed with existing real-time pricing thermostats as they respond to price signals.