Detectives in the UK are trying to establish why a father who survived an IRA blast in 1982 stabbed his two young children to death, before taking his own life last weekend.

The bodies of Michael Pedersen, 51, and his children Ben, 7, and Freya, 6, were discovered next to a Saab 900SE car in a lane at Newton Stacey on Sunday, near Andover, Hampshire, the Independent reports.

According to Hampshire Police, both children died as a result of multiple stab wounds.

A former army sergeant in the Household Cavalry unit, Pedersen survived an IRA nail bomb attack in Hyde Park in 1982, during a changing of the guard ceremony. Four soldiers and seven horses were killed in the attack. Pedersen's horse, Sefton, was seriously injured but despite 34 wounds and eight hours of surgery, the animal survived and went onto become a symbol of the struggle against the IRA.

It is understood that Pedersen recently split from his second wife Erica. The couple owned a haulage business called High Road Logistics together.

Pedersen has taken the two children to see his father, but his wife became concerned when he failed to return the two kids at the pre-arranged time of 5pm. The three bodies were found around 6:15pm onSunday by a walker, police said.

Detective Superintendent Tony Harris said that the "tragic" incident happened near Andover, Hampshire, that afternoon and that police were not looking for anyone else as part of their inquiry.

"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," he said.

"They were visiting relatives in Andover, which is nearby. It was the father of Mr Pedersen, the grandfather of the children."

Describing the incident, he added: "Any scene you go to with children involved is distressing for the officers, we have given them support and they continue to receive support.

"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, told the media the family were "extremely distressed" by the deaths and asked for privacy.

"We are obviously devastated and what we would ask is that you respect our privacy in this matter,” he said speaking outside his daughter’s home in Middlesex.

"It is extremely distressing and that is all I want to say."

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