We present a modular and extensible approach to integrate noisy measurements from multiple heterogeneous sensors that yield either absolute or relative observations at different and varying time intervals, and to provide smooth and globally consistent estimates of position in real time for autonomous flight. We describe the development of algorithms and software architecture for a new 1.9kg MAV platform equipped with an IMU, laser scanner, stereo cameras, pressure altimeter, magnetometer, and a GPS receiver, in which the state estimation and control are performed onboard on an Intel NUC 3 rd generation i3 processor. We illustrate the robustness of our framework in large-scale, indoor-outdoor autonomous aerial navigation experiments involving traversals of over 440 meters at average speeds of 1.5 m/s with winds around 10 mph while entering and exiting buildings.