Ex-soldier Michael Pedersen repeatedly stabbed himself after first knifing to death his two young children, police confirmed today.
A post mortem examination on the body of the 51-year-old, who rode the horse Sefton during the infamous 1982 IRA Hyde Park bomb attack, confirmed he died as a result of knife wounds to the chest.
The blood soaked bodies of Pedersen, his seven-year-old son Ben and six-year-old daughter Freya were discovered on an isolated bridleway.
Post mortem examinations on the two children were due to take place later today but police had already revealed that the youngsters had been stabbed.
Pedersen was believed to have split from his wife Erica just days before the tragedy.
Friends arrived throughout the day to lay flowers at the door of the red-bricked terraced home.
One woman, who declined to be named, said: "Erica was a wonderful Mum and those kids were just gorgeous, nobody can believe that this has happened."
In 1982 Michael Pedersen was a member of a Household Cavalry unit hit by a nail bomb as they processed through London's Hyde Park on their way to the changing of the guard.
The blast killed four soldiers and seven horses from the Blues and Royals and severely injured Pedersen's horse, Sefton - which because of its amazing recovery became a household name at the time.
Just hours after the blast, on July 20, 1982, another bomb killed a further seven servicemen in Regents Park.
At 6.15pm Sunday police were called to a quiet country spot near Newton Stacey, Hants., after a passer-by found the bodies.
The area was cordoned off while scenes of crime officers inspected the crime scene.
On Facebook friends expressed their shock, including one who said: "RIP. Very sad day. Loss of a comrade," while another said: "RIP. Seemed so full of himself in July."
A police spokesman said: "Police investigating the deaths of three people in Andover can release the post mortem results of Michael Pedersen.
"The post mortem, which was conducted on the afternoon of Monday, October 1, found Mr Pedersen died as a result of a number of stab wounds to the chest.
"The post mortems of Ben and Freya Pedersen will take place later today." ends mfl
