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Providing travel time information to travelers on available route alternatives in traffic networks is widely believed to yield positive effects on individual drive behavior and (route/departure time) choice behavior, as well as on collective traffic operations in terms of, for example, overall time savings and-if nothing else-on the reliability of travel times. As such, there is an increasing need for fast and reliable online travel time prediction models. Previous research showed that data-driven approaches such as the state-space neural network (SSNN) are reliable and accurate travel time predictors for freeway routes, which can be used to provide predictive travel time information on, for example, variable message sign panels. In an operational context, the adaptivity of such models is a crucial property. Since travel times are available (and, hence, can be measured) for realized trips only, adapting the parameters (weights) of a data-driven travel time prediction model such as the SSNN is particularly challenging. This paper proposes a new extended Kalman filter (EKF) based online-learning approach, i.e., the online-censored EKF method, which can be applied online and offers improvements over a delayed approach in which learning takes place only as realized travel times are available.