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Cold Load Pickup (CLPU) is the temporary load increase observed at load reconnection following disconnection of inertia loads such as groups of heaters, air conditioners, and so forth. This paper presents an analysis of the CLPU when Demand Response actions are applied to electrical water heaters. The analysis is compared with the analysis of other authors. Different control strategies are then proposed to reduce the CLPU amplitude and its impact on the power system around the DR application period. The final objective is to use Demand Response as a controllable regulation mean to be applied to the various grid ancillary services.