On the internet I found this "Arduino PID Example Lab" as an introduction to PID-contole. I set up the hardware and it is working like it is described in the document.
Since it is possible to connect Simulink with the Arduino as it is shown here, it would be nice to simulate the PID-control in Simulink. The needed Support Package for the Arduino is published here. After simulating the contole it could be connected to the Arduino to change the parameter while running. I managed to interface the arduino (read analog / digital values) and sent digital (PWM) signals. The main problem is about setting up the PID:
\$u(t)=MV(t)=K_pe(t)+K_i\int_o^t \!e(\tau)d\tau*K_d\frac{d}{dt}e(t)\$
And to make it compatible with the analog input and the PWM output to the board.
So far this is what i got: