As the Captain General of the Royal Marines, Prince Philip attends the ceremony paying tribute to personnel of the 1664 Global Challenge - a series of strength and endurance challenges raising funds and awareness for charity.
Prince Philip is 96 and is the longest-serving royal consort in the country's history.
Dickie Arbiter, the Queen's former press secretary and author of On Duty With the Queen, said: "He will still be fulfilling engagements from time to time".
It was initially spotted by Guardian writer Rhiannon Cosslett, who tweeted that it was a "Royal f*ck up".
Now, a few weeks after celebrating his 96th birthday, the Duke of Edinburgh will today fulfil his final royal appointment before retreating from the limelight of a lifetime spent in public service. He has done all this with almost unfailing grace.
Cpl Thompson, from Carlisle but based in Plymouth, whose epic marathon ended earlier, said: "This is historic because this is the Duke's last royal engagement and we're a part of it, the Royal Marines are a part of it - so it's an absolute honour".
It is a parade which will bring the curtain down on 65 years of service, during which time he has carried out more than 22,000 solo engagements, visited nearly 150 countries, and given over 5,000 speeches, some of which have stuck in the memory more than others.
"He loves the fact that Royal Marines, when they do something, they do something that's a little bit extraordinary, and the guys come up with these really weird and wonderful and extraordinary challenges and it makes him sort of, certainly on this occasion, chuckle".
Philip was a British Navy officer during the Second World War.
The prince has been married to the Queen for 70 years.
But he uses it to break the ice, and many view it as a welcome contrast to the Queen's more formal reserve.
Wearing a bowler hat and rain coat the Duke did not let a heavy downpour affect his final day which was staged in Buckingham Palace's forecourt. His sense of humour has got him into trouble in the past, making headlines for politically incorrect jokes.
The duke and the queen have been gradually reducing their duties in recent years, handing over to the younger royals, including heir-to-the-throne Prince Charles and his son Prince William. He had an exploratory operation on his abdomen in 2013 and was treated for a blocked coronary artery in 2011.
But while the Queen supports her husband's decision to retire, experts say she considers her own vow at her 1953 coronation to serve for life as unbreakable.
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