A method of estimating states of a plurality of targets tracked by a plurality of sensors. The method includes obtaining a plurality of data sets based on measurements taken by a plurality of sensors, each data set including information on states of a plurality of targets. The method then generates a plurality of target correlation data sets describing correlation of the targets within a first data set and at least one other data set. A Generalised Covariance Union (GCU) technique is used to merge at least some of the plurality of target correlation data sets to generate an estimate of the states of the plurality of targets.