This article presents a comprehensive review of the existing literature on the topic of data assimilation for agent-based models, with a specific emphasis on pedestrians and passengers within the context of transportation systems. This work highlights a plethora of advanced techniques that may have not been previously employed for online pedestrian simulation, and may therefore offer significant value to readers in this domain. Notably, these methods often necessitate a sophisticated understanding of mathematical principles such as linear algebra, probability theory, singular value decomposition, optimization, machine learning, and compressed sensing. Despite this complexity, this article strives to provide a nuanced explanation of these mathematical underpinnings. It is important to acknowledge that the subject matter under study is still in its nascent stages, and as such, it is highly probable that new techniques will emerge in the coming years. One potential avenue for future exploration involves the integration of machine learning with Agent-based Data Assimilation (ABDA, i.e., data assimilation methods used for agent-based models) methods.