(CNN) -- Investigators have found the bodies of three small children and the father who allegedly abducted them from their home in Columbus, Georgia, two weeks ago, the FBI said Wednesday.



Eddie Harrington threatened to kill his children before disappearing with them, police say.



"It is my sad duty to report that deceased bodies of these children and Eddie Harrington were located this afternoon," said FBI Special Agent Gerald Green.



A coroner would confirm the identities, he added.



The remains were discovered in a wooded area of Columbus by a person walking nearby, Green said.  Watch the FBI say the bodies were in a car »



Eddie Harrington, 28, whom police described as depressed, took the children March 5, police said.



Before he left, Harrington sent a letter indicating his intent to kill his twin 23-month-old girls, Aliyah and Agana Battle, and his son, Cedric Harrington, 3, officials said.



The day before Wednesday's grisly discovery, the children's mother told CNN's Nancy Grace that Harrington had threatened them  before.



"He's just told me he'll do anything to keep me at that time, and he said that he was going to take them and ... kill himself and the kids," Agena Battle said.



"But then later on, he told me that it was just to prove to me that, you know, what he'll do for me."



Battle also described the moment earlier this month when she knew something was wrong.



"I got home and I realized that the kids weren't there, and Eddie wasn't there either, and when I looked on the dresser and read the note, that's when I realized that my kids are in trouble," she said.



A week ago, a tearful Battle publicly begged her boyfriend not to harm the children.



"I am asking the public to please help me. I want my children home where they belong, with me," she said at an FBI news conference.



"Please, if you see Eddie, the car or the children, please call 911. Please help me and keep them in your prayers."  Watch the mother's tearful plea »



A child abduction alert was issued in Georgia after the children disappeared.  "We have great concern for the safety of these children," Green said at the time.  It was unclear what sparked Harrington's decision to take the children, authorities said. E-mail to a friend
When was the last time Harrison was seen? Where was she last seen? Who threatened the kids before? What was Harrington's  whereabouts? What are the children's ages? What did the children's mother say? What did Harrington threaten to do? Where was Harrington seen? Where was Harrington last seen? Who has threatened the kids before? Who did he kidnap from their home?
two weeks ago, their home in Columbus, Georgia, Eddie Harrington The remains were discovered in a wooded area of Columbus 23-month-old girls, Aliyah and Agana Battle, and his son, Cedric Harrington, 3, that Harrington had threatened them kill his children Columbus, Georgia, Columbus, Georgia, Eddie Harrington three small children
question: When was the last time Harrison was seen?, answer: two weeks ago, | question: Where was she last seen?, answer: their home in Columbus, Georgia, | question: Who threatened the kids before?, answer: Eddie Harrington | question: What was Harrington's  whereabouts?, answer: The remains were discovered in a wooded area of Columbus | question: What are the children's ages?, answer: 23-month-old girls, Aliyah and Agana Battle, and his son, Cedric Harrington, 3, | question: What did the children's mother say?, answer: that Harrington had threatened them | question: What did Harrington threaten to do?, answer: kill his children | question: Where was Harrington seen?, answer: Columbus, Georgia, | question: Where was Harrington last seen?, answer: Columbus, Georgia, | question: Who has threatened the kids before?, answer: Eddie Harrington | question: Who did he kidnap from their home?, answer: three small children