Ciao e grazie per le risposte.
A me compilando il file che scrivo più sotto la freccia non viene bene, questo è il risultato http://imgur.com/Gwn3EkV
e questo il file (generato in parte con matlab2tikz). Con quel comando \draw che ora ho commentato avevo più o meno risolto il problema (tracciando la freccia manualmente fra gli ultimi due punti)
`
% This file was created by matlab2tikz v0.2.3.
% Copyright (c) 2008–2012, Nico Schlömer
% All rights reserved.
%
% The latest updates can be retrieved from
% http://www.mathworks.com/matlabcentral/fileexchange/22022-matlab2tikz
% where you can also make suggestions and rate matlab2tikz.
%
%
%
\documentclass{standalone}
\usepackage[osf,sc]{mathpazo} % Font Palatino per il testo
\usepackage[scaled=0.85]{beramono} % Font Bera-Mono per i codici
\usepackage[euler-digits]{eulervm} % Font Euler per la matematica
\usepackage{microtype}
\usepackage{pgfplots}
\usepackage{xcolor}
\usetikzlibrary{arrows}
\begin{document}
\begin{tikzpicture}
\begin{axis}[%
width=4.52083333333333in,
height=3.565625in,
scale only axis,
xmin=9, xmax=26,
xlabel={$x_1\,[m]$},
xmajorgrids,
ymin=4, ymax=23,
ylabel={$x_2\,[m]$},
ymajorgrids,
axis lines*=left]
\path (axis cs: 25,5) node [below] (start) {$x_0$};
\path (axis cs: 10,22) node [above,right] (end) {$x_f$};
%\draw[-stealth,thick,line width=0.5pt,solid] (axis cs:10.000936300138,21.990047387253)–(axis cs:10.0009146905671,21.9902770910436) ;
\addplot [draw=black,fill=gray,forget plot] coordinates{ (15.5,14.5)(16.5,14.5)(16.5,15.5)(15.5,15.5)(15.5,14.5)};
\addplot [dashed,draw=black,forget plot] coordinates{ (14.5,9.5)(15.5,9.5)(15.5,10.5)(14.5,10.5)(14.5,9.5)};
\addplot [-stealth',
color=black,
solid,
line width=1pt,
forget plot
]
coordinates{
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`