The task of indoor positioning is fundamental to several applications, including navigation, healthcare, location-based services, and security. An emerging field is inertial navigation for pedestrians, which relies only on inertial sensors for positioning. In this paper, we present inertial pedestrian navigation models and learning approaches. Among these, are methods and algorithms for shoe-mounted inertial sensors and pedestrian dead reckoning (PDR) with unconstrained inertial sensors. We also address three categories of data-driven PDR strategies: activity-assisted, hybrid approaches, and learning-based frameworks.