1. A method of estimating states of a plurality of targets tracked by a plurality of sensors, the method including: obtaining a plurality of data sets based on measurements taken by a plurality of sensors, each said data set including information on states of a plurality of targets; generating a plurality of target correlation data sets describing correlation of the targets within a first said data set and at least one other said data set; and using a Generalised Covariance Union (GCU) technique for merging at least some of the plurality of target correlation data sets to generate estimates of the states of the plurality of targets.