The four-year-old polar bear died Saturday afternoon in front of visitors, turning around several times and then dropping to the ground, and falling into the water in his enclosure.
Polar bears usually live 15 to 20 years in the wild, and even longer in captivity, and the zoo is hoping the investigation Monday may help clarify what happened.
Meanwhile, the zoo is also setting up a special account to accept donations on Knut's behalf, which will be used for polar bear research and the preservation of their habitat.
Knut was rejected by his mother at birth and raised by a keeper. He went on to appear on magazine covers, in a film and on mountains of merchandise.