The principal concept of navigation is to start from a known (initial) position and to ensure a continued and reliable localisation of the user during his/her movement. The initial position of the trajectory is usually obtained via GPS or defined by the user. Consider a pedestrian navigation system which contains a GPS receiver and a set of inertial sensors, connected with a map database. In the urban environment and indoors the localisation depends entirely on the measurements from the inertial sensors. The trajectory is defined in a local coordinate system and with an arbitrary orientation. The problem to solve is to determine the users location using the map database and inertial measurements of the navigation system. The idea behind our approach is to find the location and orientation of the trajectory and thus the users location. The proposed solution associates the users trajectory with the map database applying statistical methods in combination with map-matching. Similar geometric forms must be identified in both the trajectory and the link-node model. The trajectory, defined by a set of consecutive points, is transformed to a set of lines thanks to a dedicated motion model. In this research we propose a solution based on statistical methods where the history of the route and actual measurements are treated at the same time. The determination of the absolute position is entirely represented by its probability density function (PDF) in the frame of Bayesian inference. Following this approach the posterior estimation of the users location can be calculated using prior information and actual measurements. Because of the non-linear nature of the estimation problem, non-linear filtering techniques like particle filters (Sequential Monte Carlo methods) are applied.