The growth of location-based services (LBS) has increased rapidly in last years, mainly due to the possibility to exploit low-cost sensors installed in portable devices, such as smartphones and tablets. This work aims to show a low-cost multi-sensor platform developed by the authors in which an ultra-wideband (UWB) indoor positioning system is added to a classical global navigation satellite systems–inertial navigation system (GNSS-INS) integration, in order to acquire different synchronized data for further data fusion analysis in order to exploit seamless positioning. The data fusion is based on an extended Kalman filter (EKF) and on a geo-fencing approach which allows the navigation solution to be provided continuously. In particular, the proposed algorithm aims to solve a navigation task of a pedestrian user moving from an outdoor space to an indoor environment. The methodology and the system setup is presented with more details in the paper. The data acquired and the real-time positioning estimation are analysed in depth and compared with ground truth measurements. Particular attention is given to the UWB positioning system and its behaviour with respect to the environment. The proposed data fusion algorithm provides an overall horizontal and 3D accuracy of 35 cm and 45 cm, respectively, obtained considering 5 different measurement campaigns.