A former Army sergeant who survived a devastating IRA bomb blast stabbed his two children to death before killing himself in a countryside bridleway.
The bodies of Michael (51), Ben (7) and Freya Pedersen (6) were found next to a Saab 900SE convertible car in the tiny lane at Newton Stacey, near Andover, Hampshire, at 6.15pm on Sunday.
Pedersen was a former Army sergeant in the Household Cavalry unit that was hit by an IRA nail bomb in Hyde Park in 1982, the Daily Telegraph reported.
His horse Sefton survived to became a symbol of the struggle against the IRA and won the Horse of the Year, a prize Sgt Pedersen picked up on its behalf.
The children's maternal grandfather, William Clifford (67), from Buckinghamshire, said outside his daughter Erica's home in Ashford, Middlesex: “We are obviously devastated and what we would ask is that you respect our privacy in this matter.
“It is extremely distressing and that is all I want to say.”
Detective Superintendent Tony Harris, of Hampshire Police, said that the “tragic” incident happened while Pedersen was on an arranged visit with the two children from his estranged wife.
The Telegraph reported that Pederson, a haulage company operator, killed his children after seeing her kiss another man at a party.
Pedersen, of Chertsey, Surrey, had taken the children to visit his father in Andover but failed to return the two youngsters to their mother by the pre-arranged time of 5pm.
The bodies were found lying behind the car at 6.15pm by a walker, according to police.
Mr Harris said police were tracing the family of Pedersen, who had two other children from a previous relationship, when his estranged wife raised the alarm at 7pm.
He said he was not looking for anyone else as part of the inquiry.
Mr Harris said: “A Home Office pathologist visited the scene and at this time it appears the children suffered fatal stab wounds and Mr Pedersen took his own life shortly afterwards.”
“It is very tragic, it's a dreadful loss of life, one of the most tragic cases I have had to deal with,” said Mr Harris.
The children's mother was informed by a family liaison officer and was being provided with support, he said.
The 1982 bomb attack hit as Pedersen's unit was taking part in a changing of the guard ceremony. Four soldiers and seven horses were killed in the explosion, which left Pedersen's horse Sefton seriously injured. Despite 34 separate wounds that required eight hours of surgery, the animal survived and became famous for battling against the odds.