Indoor localization systems using WiFi received signal strength (RSS) or pedestrian dead reckoning (PDR) both have their limitations, such as the RSS fluctuation and the accumulative error of PDR. To exploit their complementary strengths, most existing approaches fuse both systems by a particle filter. However, the particle filter is unsuitable for real time localization on resource-limited smartphones, since it is rather time-consuming and computationally expensive. On the other hand, the light computation fusion approaches including Kalman filter and its variants are inapplicable, since an explicit RSS-location measurement equation and the related noise statistics are unavailable. This paper proposes a novel data fusion framework by using an extended Kalman filter (EKF) to integrate WiFi localization with PDR. To make EKF applicable, we develop a measurement model based on kernel density estimation, which enables accurate WiFi localization and adaptive measurement noise statistics estimation. For the PDR system, we design another EKF based on quaternions for heading estimation by fusing gyroscopes and accelerometers. Experimental results show that the proposed EKF based data fusion approach achieves significant localization accuracy improvement over using WiFi localization or PDR systems alone. Compared with a particle filter, the proposed approach achieves comparable localization accuracy, while it incurs much less computational complexity.