Matlab is the gold standard of physical computing simulations used with UAVs, including built-in Kalman filters. Now you can use it with Arduino.
From the Arduino blog: "I found a well and detailed step-by-step guide with codes and pictures on this presentation from Giampiero Campa who lead the webinar “Learning Basic Mechatronics Concepts Using the Arduino Board and MATLAB“:
The webinar introduces the ArduinoIO package, which allows the user to perform Analog and Digital Input and Output, as well as to control DC, Servo and Stepper Motors interactively from the MATLAB command window, without having to write, debug, compile, upload and run C programs.
you can downlaod the Arduino package from here."