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One of the main requirements of cognitive radio systems is the ability to reliably detect the presence of licensed primary transmissions. Previous works on the problem of detection for cognitive radio have suggested the necessity of user cooperation in order to be able to detect at the low signal-to-noise ratios experienced in practical situations. We consider a system of cognitive radio users who cooperate with each other in trying to detect licensed transmissions. Assuming that the cooperating nodes use identical energy detectors, we model the received signals as correlated log-normal random variables and study the problem of fusing the decisions made by the individual nodes. We design a linear-quadratic (LQ) fusion strategy based on a deflection criterion for this problem, which takes into account the correlation between the nodes. Using simulations we show that when the observations at the sensors are correlated, the LQ detector significantly outperforms the counting rule, which is the fusion rule that is obtained by ignoring the correlation.