Abstract: Recent development of the distributed Kalman filtering using the consensus method was addressed. The concept, convergence and performance analysis of consensus problems in multi-agent systems were introduced, and several aspects of the consensus-based Kalman filtering were discussed in details, including filter construction based on local communication, information weighting and parameter optimization. Finally, some frontiers of the research on the consensus method， such as information loss, quantized consensus and stochastic asynchronous algorithms, were briefly discussed to promote the related research.