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We proposed an extension of Akaike's relative power contribution that couldbe applied to data with correlations between noises. This method decomposes thepower spectrum into a contribution of the terms caused by correlation betweentwo noises, in addition to the contributions of the independent noises.Numerical examples confirm that some of the correlated noise has the effect ofreducing the power spectrum.

Extended Relative Power Contribution that Allows to Evaluate the Effect of Correlated Noise