This paper discusses the location problem of Micro Aerial Vehicles(MAV) in a unknown indoor environment. The motion parameters of the MAV can be measured by an Inertial Measurement Unit(IMU), from which the position and heading angle can be derived. A 2D Laser Range Finder(LRF) is adopted to measure the position of obstacles. The transform of two laser scans can be computed by matching the data of two scans using a search/least squares algorithm. The error analysis is performed for the laser scan matching and Inertial Navigation System(INS), and error models are built. An indirect feedback Kalman filter is designed based on these works. The simulation results indicate that the precision of fusion approach is higher than that of INS only location and that of laser scan matching only location. The error is limited to a small range.