The invention discloses an adaptive estimation EKF algorithm and system for UWB pedestrian navigation with data missing. The algorithm comprises the steps that the distance between a reference node and a target node is measured through a UWB system and an INS of an inertial navigation device; on the basis, distance information obtained by measurement through the two systems is subjected to subtraction, and a difference value serves as an observation quantity of a filtering model used by a data fusion algorithm; and on the basis, a traditional adaptive EKF algorithm is improved, and a variableas shown in the description is introduced to represent whether distance information of an ith channel is available or not. Once the distance information is unavailable, the unavailable distance information is estimated to make up for the unavailable distance information, so that the estimation of a position error by a filter is guaranteed; and on the basis, a pedestrian position obtained by measurement through the INS of the inertial navigation device and the position error obtained by the EFIR filter are subjected to subtraction, and finally optimal pedestrian position estimation at a currentmoment is obtained.