For example, GPS has a common problem in areas with tall buildings where satellite signals bounce off a large flat sides of buildings, putting you a block away from where you actually are. Uber has done some fascinating work in this area by actually knowing the location and shape of all tall buildings in a bunch of cities- very clever.
But what if instead, the location estimator took in both the GPS signal and the inertial sensor. Sure, GPS says you just changed blocks, but the inertial sensor says you haven't accelerated from your previous location and heading.
Lots of noisy estimates, combined, can make for a pretty accurate estimate.