Controlling NXT Lego Robots with MATLAB code

I'm trying to control NXT Lego Control robots by using RWTH libraries and MATLAB code. The problem is that I would like to get sensor information in real-time (or close to real-time) while engines are running. Time response (via bluetooth) is low if the engines are off, however time increases substantially on contrary case.

Has someone faced this problem before? Perhaps, this problem may be resolved by using multithreaded techniques, is it possible in Matlab?

On the other hand, I'd like to know if it is possible to code interruptions associated to sensors. For instance, to execute the code of a function when a sensor changes its state.