It is a method for an indoor pedestrian localization, based on the data that solely are measured by a foot-mounted Inertial Measurement Unit (IMU). To locate the user accurately, a comprehensive Extended Kalman Filter (EKF) with five states is developed. Five different error reduction methods are employed to estimate the errors of all five states. These error reduction methods feed EKF independently, at stance phases or different time intervals of swing phases. The navigation system is developed using the accelerometer and gyroscope measurements and without magnetometer, thus it is insensitive to the presence of metal and magnetic fields, and it is able to estimate the user’s tracked trajectory with the same accuracy in both indoor and outdoor environments. The system does not rely on the measurement from external infrastructure (e.g., RFID). To evaluate the accuracy of the system, several experimental tests are carried out over the known trajectories. Results demonstrate that the error of the estimated tracked trajectory is less than 1% of the total traveled distance.