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The land used for the park was given to the city by the 14th Earl of Pembroke whose family name was Herbert.
The house was built in 1632 for the Herbert family, and its first known occupant was William Herbert (brother of Richard Herbert, Lord of Cherbury), who inherited it from their father, Edward Herbert.
He lived out his exile in the Place Vendôme, where he sired some seven illegitimate children, most of whom adopted the surname 'Montgomery' (as other natural children of the Herbert family had done) or ‘de Pembroke de Montgomery’.