The guy with the knife was in St Louis, and not involved in the demonstration, but in trying to steal a couple of energy drinks from a convenience store. I've heard that shooting described as "suicide by cop". From Newsmax:

According to local news reports, the 23-year-old suspect entered the store and stole two energy drinks, left the store, and returned to take a pastry.

The store owner followed the man from the store and police were called.

KMOV.com quotes police as saying that whens officers arrived, the man was acting erratically, yelling at officers, "Shoot me now, kill me now."

Fox2now.com reports that the man was warned repeatedly by the two officers on the scene to drop his knife, but he refused, instead charging at the officers. Both officers then shot the man, and he was pronounced dead on the scene.

Police Chief Sam Dotson told Fox 2 that the man was two or three feet from the officers in an attack posture when he was shot. The officers were not injured.