* Unidentified man shot after small explosion
* No one hurt in busy Central Station
* Brussels has been on high alert
* History of Islamist violence, Belgian IS links
By Francesco Guarascio and Alastair Macdonald
BRUSSELS, June 21 (Reuters) - Belgian counter-terrorism police are probing the identity of a suspected suicide bomber shot dead by troops guarding a Brussels railway station after he set off explosives that failed to injure anyone.
"We consider this a terrorist attack," prosecutor Eric Van Der Sypt told reporters, declining comment on witness accounts that the man had shouted Islamist slogans before detonating what witnesses said were one or two devices in luggage.
Although no one was hurt, billows of smoke pouring through Central Station and a shared awareness of Islamic State attacks in the city last year and more recently in Britain, France and elsewhere, sent evening commuters racing for cover.
Police halted rail traffic, evacuated the site and cleared streets crowded with tourists and locals enjoying a hot summer's evening in the historic city centre between the station and nearby Grand Place, Brussels' landmark Renaissance town square.
The Belgian capital, home to the headquarters of NATO and the European Union, has been on high alert since a Brussels-based Islamic State cell organised the attack that killed 130 people in Paris in November 2015. Four months later, associates of those attackers killed 32 people in their home city.
Since then, attacks in France, but also in Germany, Sweden and, most recently, in Britain, have been carried out in the name of the Syria-based Islamist militant group by other young men, many of them locals, raising fears of more violence in a city where almost a quarter of the population of 1.2 million are Muslim.
Witnesses spoke of a man who shouted Islamist slogans, including "Allahu akbar" - God is greater - in Arabic, in an underground area of the station still busy with commuters making their way home and seemed to set off one or two small blasts.
Security experts said Tuesday's incident could have been similar to "lone-wolf" assaults carried out by radicalised individuals with limited access to weapons and training.
"Such isolated acts will continue in Brussels, in Paris and elsewhere. It's inevitable," Brussels security consultant Claude Moniquet, a former French agent, told broadcaster RTL.
With Islamic State under pressure in Syria - where Belgium has been the most fertile European recruiting ground for foreign Islamist fighters - he said attacks in Europe could increase, although many would be by "amateurs" doing little harm.
He compared Tuesday's incident to that on Paris' Champs-Elysees avenue a day earlier, when a man was killed when he rammed his car, filled with explosive and weapons, into a French police convoy. No one else was injured.
Rail worker Nicolas Van Herrewegen told Reuters that he was heading downstairs toward the underground platforms that serve long-distance and suburban lines running under the city centre.
"There was a man shouting, and shouting and shouting," he said. "He was talking about the jihadists and all that and then at some point he shouted: 'Allahu akbar' and blew up the little suitcase he had next to him. People just took off."
He described the man as quite dark and with short hair and said he was wearing a white shirt and black jeans.
Remy Bonnaffe, a 23-year-old lawyer who was waiting on the concourse for a train home to Ghent, said he was startled by an explosion as he listened to music on his headphones.
He took a photograph, which he later posted on Twitter, of flames shooting up from what he thought was a briefcase. There was a second blast farther away, which he could not see, followed by what sounded like gunfire, prompting him to run.
"I think we had some luck tonight," he told Reuters. "I'm happy that no one was injured and that this was basically a failed attempt." People just feet from the explosion appeared unhurt and he said he saw no obvious damage to the walls around.
As Prime Minister Charles Michel consulted with his security advisers, the national alert was maintained at its second highest level. Michel, who convened a National Security Council meeting for early on Wednesday, tweeted his thanks to the security forces and railway staff for their professionalism and courage. (Additional reporting by Philip Blenkinsop, Robert-Jan Bartunek, Clement Rossignol and Jan Strupczewski; Writing by Alastair Macdonald; Editing by Peter Cooney)