Vehicle state estimation presents a fundamental challenge for autonomous driving systems, requiring both physical interpretability and the ability to capture complex nonlinear behaviors across diverse operating conditions. Traditional methodologies often rely exclusively on either physics-based or data-driven models, each with complementary strengths and limitations that become most noticeable during critical scenarios. This paper presents a novel consensus multi-model Kalman filter framework that integrates heterogeneous model types to leverage their complementary strengths while minimizing individual weaknesses. We introduce two distinct methodologies for handling covariance propagation in data-driven models: a Koopman operator-based linearization approach enabling analytical covariance propagation, and an ensemble-based method providing unified uncertainty quantification across model types without requiring pretraining. Our approach implements an iterative consensus fusion procedure that dynamically weighs different models based on their demonstrated reliability in current operating conditions. The experimental results conducted on an electric all-wheel-drive Equinox vehicle demonstrate performance improvements over single-model techniques, with particularly significant advantages during challenging maneuvers and varying road conditions, confirming the effectiveness and robustness of the proposed methodology for safety-critical autonomous driving applications.