That document says that the unit with "D" at the end of the part number is designed to take 0~10VDC, and the one with "P" at the end is designed to take PWM "100Hz ~ 3KHz". So the "P" version will take PWM. http://arduino.cc/en/Reference/AnalogWrite says "The frequency of the PWM signal is approximately 490 Hz." so it should be compatible with the "P" version of the power supply, but NOT the "D" version
if you are trying to dimm/control led lights with an arduino then i would recommend using a PWM dimmer circuit after the power supply to avoid having to buy a special power supply and it is easy to connect and you can get a 3 channel (RGB) one that connects to an arduino for about $25 or you can make your own with some mofsets and a few other parts there is a connection diagram on fritzing http://fritzing.org/projects/arduino-controlled-rgb-led-light-strips/you could also buy a power supply that has a pot or knob to adjust the output voltage and see what voltage and range it is and get a digital pot that could be controlled by the arduino (i can't think of the name of them but they arn't cheap and you wouldn't have full range dimming but you would have some
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