An implementation of Kalman Consensus Information Filter, an approximation of Kalman Consensus Filter which is distributed and scalable in n.
Original Paper: https://ieeexplore.ieee.org/document/4434303
Python implementation of KCF/KCIF, with time varying adjacency matrix of the graph. There are a fixed number of candidates for the adjacency matrix among which the choice is made at every time step based on a fixed probability distribution.