DETECTIVES are trying to establish why a former army sergeant who survived a devastating IRA bomb blast stabbed his two young children to death before taking his own life.
The bodies of Michael Pedersen, 51, and his children Ben, seven, and Freya, six, were found next to a Saab 900SE car in a lane on Sunday.
Mr Pedersen, a former army sergeant in the Household Cavalry unit that was hit by an IRA nail bomb in Hyde Park in 1982, had recently split from his wife Erica, according to reports.
Detective Superintendent Tony Harris said that the "tragic" incident happened while the former serviceman was on an arranged visit with the children from his estranged partner.
Mr Pedersen had taken the children to visit his father 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 on Sunday by a walker, according to police.
Mr Harris said police were tracing the family of Mr Pedersen, who had two children from a previous relationship, when his estranged wife raised the alarm at 7pm.
He said he believed the deaths happened near Andover, Hampshire, that afternoon and he was not looking for anyone else as part of the inquiry.
Surrey Police said the case was being referred to the Independent Police Complaints Commission as the force have had previous contact with the Pedersen family.
A force spokesman added: "Following the sad events of Sunday, September 30, the force will be referring this contact to the Independent Police Complaints Commission for review."
Mr Harris said a postmortem examinations was expected to take place in the coming days to establish a cause of death for each family member.
The policeman added: "At this time it appears the children suffered fatal stab wounds and Mr Pedersen took his own life shortly afterwards."
Describing the incident, he continued: "It is very tragic, it's a dreadful loss of life, one of the most tragic cases I have had to deal with."
The children's maternal grandfather, William Clifford, 67, from Buckinghamshire, last night said the family was "extremely distressed" by the deaths and asked for privacy.
Speaking outside his daughter's home in Middlesex, he added: "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."
The 1982 bomb attack hit Mr Pedersen's unit as it 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, the animal survived and became a symbol of the struggle against the IRA.