This paper addresses an important issue for intelligent transportation system, namely the ability of vehicles to safely and reliably localize themselves within an a priori known road map network. For this purpose, we propose an approach based on hybrid dynamic bayesian networks enabling to implement in a unified framework two of the most successful families of probabilistic model commonly used for localization: linear Kalman filters and Hidden Markov Models. The combination of these two models enables to manage and manipulate multi-hypotheses and multi-modality of observations characterizing Map Matching problems and it improves integrity approach. Another contribution of the paper is a chained-form state space representation of vehicle evolution which permits to deal with non-linearity of the used odometry model. Experimental results, using data from encoders' sensors, a DGPS receiver and an accurate digital roadmap, illustrate the performance of this approach, especially in ambiguous situations.