Definitely a vet visit is in order. Unfortunately, inappropriate urination is one of the ways our furkids tell us that something is wrong. After illness is either ruled out or attended to, then follow the advice on the link that krazyaboutkatz posted. And definitely use Urine Gone (my cleaner of choice) or another enzyme cleaner to get rid of the urine odor on your mattress or it'll happen again and quickly, too. Good luck. I know how frustrating this can be.