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We perform an Hamiltonian reduction on a classical \cw(\cg, \ch) algebra, and prove that we get another \cw(\cg, \ch$'$) algebra, with $\ch\subset\ch'$. In the case $\cg=S\ell(n)$, the existence of a suitable gauge, called Generalized Horizontal Gauge, allows to relate in this way two \cw-algebras as soon as their corresponding \ch-algebras are related by inclusion.
preprint / 1994