Last words: Burnham left letter for his children

WASHINGTON (CNN) -- Just days ago, American hostage Martin Burnham had a premonition something bad was going to happen to him, a senior Philippine military official told CNN on Friday.

Burnham wrote a letter to his three children and gave it to his wife, the official said. But in the confusion of the bloody rescue attempt Friday in which Martin Burnham and another hostage were killed, Gracia Burnham lost the letter.

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The couple had been captives of the Muslim rebel group Abu Sayyaf for more than a year. Another hostage, Filipina nurse Deborah Yap, was killed in the rescue effort as well.

Little is known about the contents, other than the fact Martin wanted to say goodbye to his three children, ages 15, 13 and 11. The children have spent the past year of their parents' captivity living with their grandparents in Kansas.

Maj. Gen. Ernesto Carolina said that Gracia Burnham, who was wounded in the assault, told him and an American general about the letter and asked them to find it just before she was flown on a C-130 military aircraft to Manila.

"She said that letter was very important to her," explained Carolina, who is the southern regional commander based in Zamboanga. Martin had "told Gracia to give it to the children."

Carolina said his soldiers searched for the letter and found it in the jungle where the fierce firefight had taken place only hours earlier between the Abu Sayyaf guerrillas and Philippine Rangers. Carolina says he hopes Gracia Burnham will get the letter Saturday.