Internet of Things is advancing, and the augmented role of smart navigation in automating processes is at its vanguard. Smart navigation and location tracking systems are finding increasing use in the area of the mission-critical indoor scenario, logistics, medicine, and security. A demanding emerging area is an Indoor Localization due to the increased fascination towards location-based services. Numerous inertial assessments unit-based indoor localization mechanisms have been suggested in this regard. However, these methods have many shortcomings pertaining to accuracy and consistency. In this study, we propose a novel position estimation system based on learning to the prediction model to address the above challenges. The designed system consists of two modules; learning to prediction module and position estimation using sensor fusion in an indoor environment. The prediction algorithm is attached to the learning module. Moreover, the learning module continuously controls, observes, and enhances the efficiency of the prediction algorithm by evaluating the output and taking into account the exogenous factors that may have an impact on its outcome. On top of that, we reckon a situation where the prediction algorithm can be applied to anticipate the accurate gyroscope and accelerometer reading from the noisy sensor readings. In the designed system, we consider a scenario where the learning module, based on Artificial Neural Network, and Kalman filter are used as a prediction algorithm to predict the actual accelerometer and gyroscope reading from the noisy sensor reading. Moreover, to acquire data, we use the next-generation inertial measurement unit, which contains a 3-axis accelerometer and gyroscope data. Finally, for the performance and accuracy of the proposed system, we carried out numbers of experiments, and we observed that the proposed Kalman filter with learning module performed better than the traditional Kalman filter algorithm in terms of root mean square error metric.