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 in a countryside bridleway.

The bodies of Michael, 51, Ben, seven, and Freya Pedersen, six, were found next to a Saab 900SE convertible car in the tiny lane at Newton Stacey, near Andover, Hampshire, 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, of Hampshire Police, said that the "tragic" incident happened while the former serviceman was on an arranged visit with the two children from his estranged partner.

Mr 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 on Sunday by a walker, according to police.

Mr Harris said police were tracing the family of Mr Pedersen, who had two other children from a previous relationship, when his estranged wife raised the alarm at 7pm. He said he believed the deaths happened sometime 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.

Mr Harris said a Home Office pathologist visited the scene, with post mortem examinations 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."

Mr Pedersen wrote on Facebook on August 31 that he had split from his second wife, Erica, 43, with whom he ran a haulage business called High Road Logistics.

He said: "Worst day of my life. Sadly have split with Erica am absolutely distraught. Yes a few problems in every day life none insurmountable, can't believe I am supposed to have pushed her at the weekend - too untrue for words. Still love her very much and would give anything to turn the clock back and try to make things different - footnote, both parties need to give their all to make the wonderful institution of marriage work (and sometimes more)."