The paper presents a method for the constrained Moving Horizon Estimation of origin-destination (OD) matrices for traffic networks. in traffic systems split ratios are important parameters for OD estimation and for control problems as well. The paper treats the general constrained Moving Horizon Estimation problem for traffic systems modelled in terms of linear time varying system and solves the split rate estimation process. The estimation is subjected to equality and inequality constraints. A numerical example is solved to demonstrate the Moving Horizon Estimation of split variables.