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We show how to decorrelate the (pre-whitened) power spectrum measured from a galaxy survey into a set of high-resolution uncorrelated band-powers. The treatment includes non-linearity, but not redshift distortions. Amongst the infinitely many possible decorrelation matrices, the square root of the Fisher matrix, or a scaled version thereof, offers a particularly good choice, in the sense that the band-power windows are narrow, approximately symmetric, and well-behaved in the presence of noise. We use this method to compute band-power windows for, and the information content of, the Sloan Digital Sky Survey, the Las Campanas Redshift Survey, and the IRAS 1.2-Jy Survey.
A 2000 study studied this question.