A man, aged 27, was arrested near the scene on suspicion of murder.
A post-mortem will be held at 2pm today at Fulham mortuary.
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Scotland Yard confirm that two people arrested in connection with the attack on Westminster have been released with no further action
An appeal to support the family of murdered policeman Keith Palmer has reached more than £700,000 in two days.
PC Keith Palmer will be remembered permanently at the National Memorial Arboretum, Home Secretary Amber Rudd has said.