This paper presents an information-fusion-based approach to the estimation of urban traffic states. The approach can fuse online data from underground loop detectors and global positioning system (GPS)-equipped probe vehicles to more accurately and completely obtain traffic state estimation than using either of them alone. In this approach, three parts of the algorithms are developed for fusion computing and the data processing of loop detectors and GPS probe vehicles. First, a fusion algorithm, which integrates the federated Kalman filter and evidence theory (ET), is proposed to prepare a robust, credible, and extensible fusion platform for the fusion of multisensor data. After that, a novel algorithm based on the traffic wave theory is employed to estimate the link mean speed using single-loop detectors buried at the end of links. With the GPS data, a series of technologies are combined with the Geographic Information Systems for Transportation (GIS-T) map to compute another link mean speed. These two speeds are taken as the inputs of the proposed fusion platform. Finally, tests on the accuracy, conflict resistance, robustness, and operation speed by real-world traffic data illustrate that the proposed approach can well be used in urban traffic applications on a large scale.Index Terms-Evidence theory (ET), GIS-T map, information fusion, Kalman filter, loop detector, map matching, probe vehicle, traffic state estimation, traffic wave theory.