The adoption of a technological solution as a means of localization of an Intelligent Transport System requires validation of the usual performance metrics. These are mainly accuracy, availability, continuity, and safety. However, they present an antagonistic behavior, insofar as ensuring operational safety is generally to the detriment of availability. This localization brick can be used in functions that do not involve the security of the system and the surrounding environment, such as fleet tracking or passenger information. But, when it comes to providing localization information to the vehicle's trajectory control module, it seems obvious, that the unknown positioning error must be properly bounded, this is called positioning integrity. To increase integrity, the literature recommends the integration of a diagnostic and monitoring layer. Similarly, the coupling of complementary localization solutions such as GNSS for its absolute positioning capabilities, and odometry for the precision of its relative data is recommended to increase the accuracy, availability, and continuity of the system. In this work, we propose a framework allowing the implementation of merging GNSS raw data and odometric data, through the use of a data fusion stochastic filter, the Maximum Correntropy Criterion Nonlinear Information Filter, robust to different measurement noises (shot noises, multi-gaussian, etc...). This framework also integrates a diagnostic layer designed to be adaptive to the navigation context or to changing operational requirements through an informational metric, the α-Rényi Divergence, generalizing the metrics usually used for these purposes, such as the Bhattacharyya Divergence or the Kullback-Leibler Divergence. This divergence allows the design of parametric residuals that take into account the change in environment and thus the change in the a priori probability of facing or not facing GNSS measurement failures. We study the possibility of implementing a selection policy for this parameter and study the impact of this policy on all the above-mentioned performance. The encouraging results allow us to consider, as a perspective for this work, the complexification of the policy and the algorithms for setting the value of the α parameter by the contribution of artificial intelligence technologies in order to increase the discernibility of faults, minimize the probability of false alarms (and thus increase availability) and minimize the probability of missed detections (and thus increase operational safety). In this work, real data provided by the PRETIL plate-forme of CRIStAL Lab are used in order to test and validate the proposed approach.