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Intelligent Vehicles are robotic systems that perceive the driving environment to assist the driver in safe vehicle operation by providing pertinent information or by controlling directly the vehicle. For autonomous navigation, localization is still an open problem. Global Navigation Satellite Systems (GNSS) provide global localization and need to be assisted by exteroceptive and proprioceptive sensors and map information to increase the performance particularly in terms of accuracy and integrity. I study methods and algorithms able to merge these sources of information and able to provide reliable confidence indicators.