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The performance of an amplify-and-forward (AF) relaying system is analyzed in Nakagami- m fading channels when the links are correlated and each node has a single antenna. Blind fixed-gain relaying, semiblind fixed-gain relaying, and variable-gain relaying schemes are considered. Exact expressions for the moment-generating functions in different cases are derived for integer values of the Nakagami-m parameter when the correlated links have the same Nakagami-m parameters. Numerical results show that the link correlation has a considerable effect on blind and semiblind fixed-gain relaying when the source-to-destination and source-to-relay links are correlated, whereas for variable-gain relaying, it has a considerable effect when the source-to-destination and source-to-relay links are correlated or when the relay-to-destination and source-to-destination links are correlated. Moreover, the effect of correlation is often noticeable when the correlation coefficient is larger than 0.5.