Solving a Nonlinear programming problem online in Simulink

Hi everybody,

I have a pretty big simulink model where I need to implement a state estimator which takes online measurement and gives back estimated states of a system ( which is a portion of the simulink model) in order to control it.

In order to do so I need to solve a Nonlinear programming problem at each time step. As it looks, is not possible to implement fmincon in simuling for online purposes. I tried using CasADi (which uses Sundials) but generating C-code from that is not easy, so I couldn't plug in my .m function where I use casadi in a Simulink block.

Is there another way to do it? Do you know other opensource solvers which can be MEXed and used in simulink?

Thank you in advance.

Bruno