As communication bandwidth and resources are limited in network-based control systems, in order to reduce superfluous waste, it is necessary to design an event-triggered communication mechanism. In this paper, the problem of event-triggered state estimation is studied for fusion of multiple sensors with correlated noise. The noise of different sensors are cross-correlated and coupled with the system noise of the previous step and the same time step. An optimal state estimation algorithm based on iterative estimation of white noise estimator is presented, which makes full use of the observation information effectively. A numerical example is used to illustrate the effectiveness of the presented algorithm.