For inertial-based integrated pedestrian navigation, the navigation environment might affect the positioning accuracy in different directions. Meanwhile, complex filtering algorithms can reduce computational efficiency. Therefore, one dual Kalman filter (KF) based on a single direction under a colored measurement noise (CMN) scheme is developed herein to improve the robustness and operational efficiency. The proposed method involves designing a data fusion model for the KF that integrates data from an inertial navigation system (INS) and ultrawideband (UWB). Subsequently, the INS/UWB integrated model-based KF under CMN (cKF) will be derived. Then, two sub-cKFs are proposed to fuse the data in the east and north directions, respectively. The empirical findings highlight the superior performance of the proposed approach over the KF for position estimation accuracy and runtime reduction, demonstrating its effectiveness.