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User requirements for the performance of Global Navigation Satellite System (GNSS)-based road applications have been significantly increasing in recent years. Safety systems based on vehicle localization, electronic fee-collection systems, and traveler information services are just a few examples of interesting applications requiring onboard equipment (OBE) capable of offering a high available accurate position, even in unfriendly environments with low satellite visibility such as built-up areas or tunnels and at low cost. In addition to that, users and service providers demand from the OBEs not only accurate continuous positioning but integrity information of the reliability of this position as well. Specifically, in life-critical applications, high-integrity monitored positioning is absolutely required. This paper presents a solution based on the fusion of GNSS and inertial sensors (a Global Positioning System/satellite-based augmentation system/inertial navigation system integrated system) running an extended Kalman filter combined with an interactive multimodel method (IMM-EKF). The solution developed in this paper supplies continuous positioning in marketable conditions and a meaningful trust level of the given solution. A set of tests performed in controlled and real scenarios proves the suitability of the proposed IMM-EKF implementation as compared with low-cost GNSS-based solutions, dead reckoning systems, single-model EKF, and other filtering approaches of the current literature.