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This paper presents the design and experimental validation of a localization method for autonomous driving. The investigated method proposes and compares the application of the Extended Kalman Filter (EKF) and Unscented Kalman Filter (UKF) to the sensor fusion of onboard data streaming from a Global Positioning System (GPS) sensor and an Inertial Navigation System (INS). In the paper, the design of the hardware layout and the proposed software architecture is presented. The method is experimentally validated in real time by using a properly instrumented all-wheel-drive electric racing vehicle and a compact Sport Utility Vehicle (SUV). The proposed algorithm is deployed on a high-performance computing platform with an embedded Graphical Processing Unit that is mounted on board the considered vehicles.