The $n$-th Fibonacci number is given in closed form by
$$F_n=\frac{1}{\sqrt{5}}\left(\frac{1+\sqrt{5}}{2}\right)^n- \frac{1}{\sqrt{5}}\left(\frac{1-\sqrt{5}}{2}\right)^n $$
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So, the following can be proved by substituting the closed form formula in the R.H.S $$F_{a+b} = F_aF_{b-1} + F_{a+1}F_b $$
Let $x = \frac{1+\sqrt{5}}{2}$ and $y = \frac{1-\sqrt{5}}{2}$
Then, $xy = \frac{(1+\sqrt{5})(1-\sqrt{5})}{4} = -1 \implies xy + 1 = 0$
$F_aF_{b-1} + F_{a+1}F_b$ (in terms of $x$ and $y$) is:
$$ \frac{(x^a-y^a)(x^{b-1}-y^{b-1})}{\sqrt5 \cdot \sqrt 5} + \frac{(x^{a+1}-y^{a+1})(x^b-y^b)}{\sqrt5 \cdot \sqrt 5}$$
$$= \frac{x^{a+b-1} - x^ay^{b-1} - x^{b-1}y^a + y^{a+b-1} + x^{a+b+1} - x^{a+1}y^b - x^by^{a+1} + y^{a+b+1}}{5}$$
$$= \frac{x^{a+b}(x+x^{-1}) + y^{a+b}(y+y^{-1}) - x^ay^b(x+y^{-1}) - x^by^a(x^{-1}+y)}{5}$$
$$= \frac{x^{a+b}(x+x^{-1}) + y^{a+b}(y+y^{-1}) - x^ay^{b-1}(xy+1) - x^{b-1}y^a(xy+1)}{5}$$
$$= \frac{x^{a+b}(x+x^{-1}) + y^{a+b}(y+y^{-1})}{5}$$
$$= \frac{x^{a+b} - y^{a+b}}{\sqrt 5}$$
$$=F_{a+b}$$
because $$x + x^{-1} = \sqrt 5$$ $$y + y^{-1} = -\sqrt 5$$