Fusion performance analysis with the correlation

Estimation fusion performance with the effect of correlation is analyzed. First, the correlation type is classified into two categories: same source correlation and different source correlation. Second, with the best linear unbiased estimation (BLUE) criteria, the scalar case is analyzed with the effect of correlation. For the same source correlation, with the same absolute value, the fusion result for negative correlation is better than positive correlation. For the different source correlation, with independent extra information, stronger correlation can lead to better fusion result. Finally, the conclusions are supported by some examples.