Witness Mark Whitby said the man was shot five times at close range after he had jumped on a train. The train was standing in the station with its doors open when the Asian man ran on, pursued by three plainclothes officers.
He tripped and was also pushed to the floor and one of the officers shot him five times. Mr Whitby said the Asian man was dead.
"I'm totally distraught," he said. "It was no more than five yards away from where I was sitting as I saw it with my own eyes."
He continued: "As the man got on the train I looked at his face. He looked from left to right, but he basically looked like a cornered rabbit, like a cornered fox. He looked absolutely petrified.
"He sort of tripped but they were hotly pursuing him and couldn't have been more than two or three feet behind him at this time.
"He half-tripped, was half-pushed to the floor. The policeman nearest to me had the black automatic pistol in his left hand, he held it down to the guy and unloaded five shots into him.
"He looked like a Pakistani but he had a baseball cap on, and quite a thickish coat. It was a coat like you would wear in winter, a sort of padded jacket.
"Maybe he might have had something concealed under there, I don't know. But it looked out of place in the weather we've been having. He was quite large, big built, quite a sort of chubby guy."