It's not in any of the witness statements that I've seen and wasn't mentioned in a fairly extensive interview with the Met Police commissioner on Sky News this morning.
The initial suspicions were aroused by him leaving a block of flats that were under surveilance, and the fact that he was wearing a padded coat and jumped the ticket turnstiles. One of the initial eyewitnesses at the time was talking about seeing a 'belt' with wires hanging off, but that could've been a mistake, or something the guy was carrying for his electrician's job.
Not arguing or disparaging, just stating.