\documentclass[12pt]{article}
\usepackage{amssymb,amsmath,amscd,concmath,amsfonts}
\usepackage{color}
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\begin{document}
\begin{equation*}
 u =
   k_p\bigl( \beta r-y \bigr) + k_i \int_0^{{\color{blue}t}} \bigl( r(\tau) -
   y(\tau) \bigr)\, d\tau + k_d \Bigl( \gamma\frac{dr}{dt} -
   \frac{dy}{dt} \Bigr),
\end{equation*}
\end{document}