This paper describes the design, development, and implementation of a real-time sensor fusion system that utilizes the classification and weighing plus extended Kalman filter algorithm to derive heading for navigation using inexpensive sensors. This algorithm was previously tested only through postprocessing using MATLAB and is now reprogrammed using Qt and deployed on a Linux-based embedded board for real-time operation. Various data from inexpensive sensors such as global positioning system devices, an electronic compass, and an inertial measurement unit were utilized to ultimately derive a more reliable and accurate heading value. The algorithm flow can be described with the GPS values first being evaluated and classified which are then fused with the EC heading using classification and weighing, whose result is then passed through an EKF to fuse with the IMU data. Real-time tests and trials were done to prove the operational capability of the developed process. The complete setup and configuration processes of the systems for development and deployment via Qt are also provided for those interested to replicate the process.