Your choices are Windows (various flavors,) Mac OSX, and Linux (even more flavors.) Those are the operating systems that Matlab runs on.
blackibiza's comments about ARM aren't relevant here, because Matlab only runs on Intel or AMD x86 processors.
Of the three, linux is more customizable. You can strip a linux system down so that there's less stuff going on in the background, and you can use the realtime patches to improve things more.
Since you are using Matlab directly, I would assume you are still protoyping your system. At that stage, I would think you would work with whatever you are most comfortable with so long as it doesn't cause an obvious unacceptable performance problem.
If you are trying to move beyond the prototype stage, then I think you should look at the MathWorks Embedded Coder pages. This offers support for converting Matlab code into C code that you can compile and run on various embedded systems - including ARM.