The problem with the linear fading was that a value of 100 almost looked the same as 150. So the goal was to make the fading look more linear. The logarythmic calculations needed for this cannot be done on an atmega 328p. (I tried it)
This is why I calculated the values with MS Excel and put them in an array.
Making the fading process alway take the same time would be nice. Feel free to post your implementation. 
I am using Domoticz. This was the only way reading initial values from the controller. Directly requesting the value of a child did not work for me. Meanwhile MySensors support in Domoticz seems extremly bugy and uncomplete to me. I am going to give OpenHAB2 a try.
Yes, I did! This sketch is working for me:
/**
Based on the MySensors Project: http://www.mysensors.org
This sketch controls a (analog)RGBW strip by listening to new color values from a (domoticz) controller and then fading to the new color.
Version 1.1 - Added save/restore of values to/from controller, removed non linear fading code
Version 1.0 - Changed pins and gw definition
Version 0.9 - Oliver Hilsky
**/
#define MY_DEBUG
#define SN "RGBW 01"
#define SV "1.1"
#define MY_RADIO_NRF24
#define MY_PARENT_NODE_ID 10
// change the pins to free up the pwm pin for led control
#define MY_RF24_CE_PIN 4 //<-- NOTE!!! changed, the default is 9
#define MY_RF24_CS_PIN 10 // default is 10
// Set LOW transmit power level as default, if you have an amplified NRF-module and
// power your radio separately with a good regulator you can turn up PA level.
#define MY_RF24_PA_LEVEL RF24_PA_LOW
//Uncomment to enable repeater mode
//#define MY_REPEATER_FEATURE
//Uncomment to assign static node ID
//#define MY_NODE_ID 9
// Load mysensors library
#include <MySensors.h>
// Load Serial Peripheral Interface library
#include <SPI.h>
// Arduino pin attached to driver pins
#define RED_PIN 3
#define WHITE_PIN 9
#define GREEN_PIN 5
#define BLUE_PIN 6
#define NUM_CHANNELS 4 // how many channels, RGBW=4 RGB=3...
#define CHILD_ID 1
// Smooth stepping between the values
#define STEP 1
#define INTERVAL 10
MyMessage lastvalueMsg(CHILD_ID, V_VAR1);
MyMessage lastisonMsg(CHILD_ID, V_VAR2);
MyMessage lastdimmMsg(CHILD_ID, V_VAR3);
// Stores the current color settings
byte channels[4] = {RED_PIN, GREEN_PIN, BLUE_PIN, WHITE_PIN};
byte values[4] = {0, 0, 0, 0};
byte target_values[4] = {0, 0, 0, 0};
//Stores corrected values for each step from 0 to 255. See https://diarmuid.ie/blog/pwm-exponential-led-fading-on-arduino-or-other-platforms/
byte converted_values[256] = {0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,2,2,2,2,2,2,2,2,2,2,2,2,2,2,2,3,3,3,3,3,3,3,3,3,3,3,3,4,4,4,4,4,4,4,4,4,5,5,5,5,5,5,5,5,6,6,6,6,6,6,7,7,7,7,7,7,8,8,8,8,8,9,9,9,9,9,10,10,10,10,11,11,11,11,12,12,12,13,13,13,13,14,14,14,15,15,15,16,16,17,17,17,18,18,19,19,20,20,20,21,21,22,22,23,23,24,24,25,26,26,27,27,28,29,29,30,31,31,32,33,34,34,35,36,37,38,38,39,40,41,42,43,44,45,46,47,48,49,50,51,52,54,55,56,57,58,60,61,62,64,65,67,68,70,71,73,75,76,78,80,81,83,85,87,89,91,93,95,97,99,101,104,106,108,111,113,116,118,121,123,126,129,132,135,138,141,144,147,150,154,157,161,164,168,171,175,179,183,187,191,195,200,204,209,213,218,223,228,233,238,243,249,255};
// stores dimming level
byte dimming = 100;
byte target_dimming = 100;
// tracks if the strip should be on of off
boolean isOn = false;
// tracks if the strip's last status was off. This overrides isOn at startup
boolean wasOff = true;
//tracks if the old values have bben requested from the controller. This prevents the request from being send multipßle times in the main loop.
boolean valuesrequested = false;
// time tracking for updates
unsigned long lastupdate = millis();
void setup()
{
// Set all channels to output (pin number, type)
for (int i = 0; i < NUM_CHANNELS; i++) {
pinMode(channels[i], OUTPUT);
}
// debug
if (isOn) {
Serial.println("RGBW is running...");
}
}
void presentation() {
// Send the sketch version information to the gateway and Controller
sendSketchInfo(SN, SV);
// Register this device as Waterflow sensor
present(CHILD_ID, S_RGBW_LIGHT, SN, true);
}
void loop()
{
if (!valuesrequested) {
// get old values if this is just a restart
Serial.println("Requesting old values...");
//Request RGBW values
request( CHILD_ID, V_VAR1 );
wait(200);
//Request Status
request( CHILD_ID, V_VAR2 );
wait(200);
//Request dimm level
request( CHILD_ID, V_VAR3 );
valuesrequested = true;
}
// set the new light colors
if (millis() > lastupdate + INTERVAL) {
updateLights();
lastupdate = millis();
}
}
// callback function for incoming messages
void receive(const MyMessage &message) {
Serial.print("Got a message - ");
Serial.print("Messagetype is: ");
Serial.println(message.type);
// acknoledgment
if (message.isAck())
{
Serial.println("Got ack from gateway");
}
// new dim level
else if (message.type == V_DIMMER or message.type == V_VAR3) {
Serial.println("Dimming to ");
Serial.println(message.getString());
target_dimming = message.getByte();
send(lastdimmMsg.set(target_dimming));
if (!wasOff) {
// a new dimmer value also means on, no seperate signal gets send (by domoticz)
isOn = true;
send(lastisonMsg.set(isOn));
}
}
// on / off message
else if (message.type == V_STATUS or message.type == V_VAR2) {
Serial.print("Turning light ");
isOn = message.getInt();
if (isOn) {
Serial.println("on");
wasOff = false;
} else {
Serial.println("off");
}
send(lastisonMsg.set(isOn));
}
// new color value
else if (message.type == V_RGBW or message.type == V_VAR1) {
const char * rgbvalues = message.getString();
send(lastvalueMsg.set(rgbvalues));
inputToRGBW(rgbvalues);
if (!wasOff) {
// a new color also means on, no seperate signal gets send (by domoticz); needed e.g. for groups
isOn = true;
send(lastisonMsg.set(isOn));
}
}
}
// this gets called every INTERVAL milliseconds and updates the current pwm levels for all colors
void updateLights() {
int convertedvalue=0;
// update pin values -debug
//Serial.println(greenval);
//Serial.println(redval);
//Serial.println(blueval);
//Serial.println(whiteval);
//Serial.println(target_greenval);
//Serial.println(target_redval);
//Serial.println(target_blueval);
//Serial.println(target_whiteval);
//Serial.println("+++++++++++++++");
// for each color
for (int v = 0; v < NUM_CHANNELS; v++) {
if (values[v] < target_values[v]) {
values[v] += STEP;
if (values[v] > target_values[v]) {
values[v] = target_values[v];
}
}
if (values[v] > target_values[v]) {
values[v] -= STEP;
if (values[v] < target_values[v]) {
values[v] = target_values[v];
}
}
}
// dimming
if (dimming < target_dimming) {
dimming += STEP;
if (dimming > target_dimming) {
dimming = target_dimming;
}
}
if (dimming > target_dimming) {
dimming -= STEP;
if (dimming < target_dimming) {
dimming = target_dimming;
}
}
/*
// debug - new values
Serial.println(greenval);
Serial.println(redval);
Serial.println(blueval);
Serial.println(whiteval);
Serial.println(target_greenval);
Serial.println(target_redval);
Serial.println(target_blueval);
Serial.println(target_whiteval);
Serial.println("+++++++++++++++");
*/
// set actual pin values
for (int i = 0; i < NUM_CHANNELS; i++) {
if (isOn) {
// normal fading
//analogWrite(channels[i], dimming / 100.0 * values[i]);
//Fading with corrected values see https://diarmuid.ie/blog/pwm-exponential-led-fading-on-arduino-or-other-platforms/
analogWrite(channels[i], dimming / 100.0 * converted_values[values[i]]);
} else {
analogWrite(channels[i], 0);
}
}
}
// converts incoming color string to actual (int) values
// ATTENTION this currently does nearly no checks, so the format needs to be exactly like domoticz sends the strings
void inputToRGBW(const char * input) {
Serial.print("Got color value of length: ");
Serial.println(strlen(input));
if (strlen(input) == 6) {
Serial.println("new rgb value");
target_values[0] = fromhex (& input [0]);
target_values[1] = fromhex (& input [2]);
target_values[2] = fromhex (& input [4]);
target_values[3] = 0;
} else if (strlen(input) == 9) {
Serial.println("new rgbw value");
target_values[0] = fromhex (& input [1]); // ignore # as first sign
target_values[1] = fromhex (& input [3]);
target_values[2] = fromhex (& input [5]);
target_values[3] = fromhex (& input [7]);
} else {
Serial.println("Wrong length of input");
}
Serial.print("New color values: ");
Serial.println(input);
for (int i = 0; i < NUM_CHANNELS; i++) {
Serial.print(target_values[i]);
Serial.print(", ");
}
Serial.println("");
Serial.print("Dimming: ");
Serial.println(dimming);
}
// converts hex char to byte
byte fromhex (const char * str)
{
char c = str [0] - '0';
if (c > 9)
c -= 7;
int result = c;
c = str [1] - '0';
if (c > 9)
c -= 7;
return (result << 4) | c;
}
@gohan I do! The scene controller activates domoticz scenes. Like this one: https://www.mysensors.org/build/scene_controller
@gohan The sonoff touch switch. (Based on esp8266)
I have built a scene controller based on an sonoff touch switch. When I do a long press it cycles through the scenes. The devices created in domoticz are used as activation devices for several scenes. (color / brightness of my TV back light) So fa so good. Sometimes I use my smartphone to activate a scene. After this domoticz and the scene controller are out of sync. How do I update it's state? Domoticz does not send a status back to the activation device, right? So what's the best way? Lua?
I've got the feeling this thread is going to be extreme expensive for me. 
@AWI Troubleshooting power probolems with the nrf24 is a good example, thx. I think at the beginning it is more a nice to have than a must have. I am always curios for such things. Still I don't want to buy trash. I will read a bit and watch ebay for good offers. Thx for your explanation.
I noticed the many of you have an oscilloscope on their desk. What exactly do you use these for? There seems to be nothing under 200$ and I wonder if it is worth it.
@mfalkvidd I bet the serial gateway. 2.1.1 is bugy. I solved this problem by upgrading to the 2.2 beta from github.