以下のようにしてDisplayNameを設定するのはいかがでしょうか.
open_system( 'MPC_SISO_0_block' )
mpc_out = sim( 'MPC_SISO_0_block' );
figure
title( 'Deterioration of the MPC' )
hold on
plot( mpc_out.ScopeData{1}.Values.Time,mpc_out.ScopeData{2}.Values.Data,'LineWidth',2 )
dm = 0.1;
for cnt = -3:3
dp = dm * cnt;
d_K0 = K0 * dp;
num_p = K0 + d_K0;
plant = tf( num_p, den_p );
open_system( 'MPC_SISO_0_block' )
mpc_out = sim( 'MPC_SISO_0_block' );
txt = ['K=',num2str(d_K0)];
plot( mpc_out.ScopeData{1}.Values.Time,mpc_out.ScopeData{2}.Values.Data ,'DisplayName',txt)
% plot( mpc_out.ScopeData{1}.Values.Time,mpc_out.ScopeData{2}.Values.Data*(1+cnt*0.1) )
end
legend show
title( 'MPC K' )
hold off