First driven by the regulation on emergency call, several methods are studied to enable the location of one user whether he is outdoors or indoors. Moreover, location based services take more and more importance, and as a consequence, the ability of providing such a location becomes a great challenge. Assisted satellite navigation solutions are investigated, but they encounter big issues in indoor environment. The main reason is the weak power of the signals to acquire and process. Therefore, complementary techniques shall be developed to supply or enhance GPS based positioning solutions when GPS reception is disrupted. MEMS based techniques are promising ones. In this paper, the performance of a MEMS based Pedestrian Navigation System (PNS) is studied. As the PNS is assumed to be used during GPS outages, only the navigation using exclusively MEMS sensors is addressed. The Pedestrian Navigation Module (PNM) relies on four components: a three axes accelerometer, a three axes gyro and a three axes magnetometer, as well as a pressure sensor. The four sensors are low-cost ones.