You can do all of those things in R except maybe Simulink with a GUI (at least not yet, maybe soon?), and you have the choice of working with multiple implementations. <a href="https:&#x2F;&#x2F;cran.r-project.org&#x2F;web&#x2F;packages&#x2F;FKF&#x2F;FKF.pdf" rel="nofollow">https:&#x2F;&#x2F;cran.r-project.org&#x2F;web&#x2F;packages&#x2F;FKF&#x2F;FKF.pdf</a>
<a href="https:&#x2F;&#x2F;stat.ethz.ch&#x2F;R-manual&#x2F;R-devel&#x2F;library&#x2F;stats&#x2F;html&#x2F;KalmanLike.html" rel="nofollow">https:&#x2F;&#x2F;stat.ethz.ch&#x2F;R-manual&#x2F;R-devel&#x2F;library&#x2F;stats&#x2F;html&#x2F;Kal...</a>
<a href="http:&#x2F;&#x2F;stackoverflow.com&#x2F;questions&#x2F;1738087&#x2F;what-can-matlab-do-that-r-cannot-do" rel="nofollow">http:&#x2F;&#x2F;stackoverflow.com&#x2F;questions&#x2F;1738087&#x2F;what-can-matlab-d...</a>
Unless you are doing something very specific and require a specific toolbox only for Matlab, you&#x27;re better off just using R (or Python).