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 of said data sets respectively including information on states of a plurality of targets; generating a plurality of target correlation data sets each respectively describing a correlation between at least one of the targets within a first one of said data sets and the corresponding target within at least one other one of said data sets; and using a Generalised Covariance Union (GCU) technique for merging at least some of the plurality of target correlation data sets to generate a single estimate of the states of the plurality of targets, wherein the target correlation data sets comprise a plurality of pairings of said data sets, and wherein using the GCU technique comprises: performing a fusion operation on each of said pairings; applying a first GCU algorithm to inputs comprising a result of each fusion operation and the corresponding data sets in each of said pairings; and applying a second GCU algorithm to inputs comprising outputs of the first GCU algorithm to produce the single estimate.