Story highlights Helicopters, battleships and minesweepers hunt for vessel

Emergency radio call picked up by Swedish military, report says

Radio transmissions sent to Russian enclave on Baltic Sea, report says

Russia denies any vessel in Swedish waters

Sweden won't exactly confirm that it's been looking for a foreign submarine in the country's territorial waters.

But if it finds something it doesn't like, it is ready to do whatever is needed to force it to the surface, a Swedish military spokeswoman said Tuesday.

Swedish media have reported that the military has been looking for a mystery underwater vessel, possibly Russian. The search began Thursday after Swedish intelligence picked up an emergency radio call in Russian, reported The Local, citing the Swedish newspaper Svenska Dagbladet

"We don't know what it is," but we "are prepared to use anything necessary to bring the vessel to the surface if we need to," Swedish military spokeswoman Therese Fagerstedt told CNN on Tuesday.

Helicopters, battleships and minesweepers searched waters off Sweden's capital, Stockholmm on Tuesday, The Local reported.

Thursday's radio transmissions were being sent to the Russian enclave of Kaliningrad, 330 miles (530 kilometers) south of Stockholm on the Baltic's southern shore, according to The Local report.

There were also reports that a foreign vessel was spotted in the waters near Stockholm.

JUST WATCHED Sweden hunts for mystery object in sea Replay More Videos ... MUST WATCH Sweden hunts for mystery object in sea 01:00

Photos: Sweden hunts for mystery sub Photos: Sweden hunts for mystery sub Mystery vessel off Swedish coast? – Fast-attack craft with the Swedish Navy patrol the Stockholm Archipelago on Sunday, October 19, as the Swedish military searches for the source of mysterious radio signals that were beamed to a Russian enclave. Hide Caption 1 of 5 Photos: Sweden hunts for mystery sub Mystery vessel off Swedish coast? – In this handout from the Swedish Defense Ministry, a dark object in a white wake is seen in the Baltic Sea. Some suspect it is the mysterious vessel the Swedish Navy is looking for. Hide Caption 2 of 5 Photos: Sweden hunts for mystery sub Mystery vessel off Swedish coast? – The Swedish Navy minesweeper HMS Koster patrols the Stockholm Archipelago on October 19. Hide Caption 3 of 5 Photos: Sweden hunts for mystery sub Mystery vessel off Swedish coast? – The Swedish Navy corvette HMS Visby patrols the Stockholm Archipelago on October 19. Russia has denied it has any vessel in Swedish waters. Hide Caption 4 of 5 Photos: Sweden hunts for mystery sub Mystery vessel off Swedish coast? – A member of the Swedish military mans a gun on a fast-attack craft on Saturday, October 18. Hide Caption 5 of 5

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Russia on Sunday denied it has any vessel in Swedish waters. Moscow suggested the vessel may belong to the Netherlands and have been involved in naval exercises off Sweden, according to a report from Russia's Itar-TASS news agency

The Dutch were quick to respond, saying a sub involved in the exercises was anchored in Tallinn harbor of NATO-ally Estonia for the weekend, according to a report from Agence France-Presse

U.S. officials told CNN there are no U.S. submarines or surface ships in the immediate area. U.S. intelligence doesn't know of any Russian assets in that area, the officials said.

Why would a Russian sub snoop around in Swedish waters? Johan Wiktorin of the Swedish Royal Academy of War Sciences gave three possibilities to The Local

"They could be mapping the waters in order to be able to navigate them in the event of hostilities," Wiktorin is quoted as saying.

"They could also be installing equipment, like sensors, that could track or get an observation of our units in that area,"

"Or they could also possibly reconnoiter our (defense) systems."