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There is a door in the room you need to start the signal in which leads to the middle of the walkway. Take out the person in the room for some extra stealth time (whatever it's called).
Now walk out the door and hide in the crowds and wait for the guards to move a bit and then hide using the vending machine thingy nearby. When the guard has walked past you and the one further ahead turns around, walk further on. Blend with the crowd and wait for the guard who moved further ahead to walk up next to you, walk past him (behind him) and into the next area. Now blend with the crowd until the train arrives, use your stealth time here to reach the open train door and you're safe.
Sorry if that's a poor explanation, but I just did this and got the challenge completed. This was on Hard difficulty.
Ive tried everything, walking through the crowd but no matter what you have to pass about 5 cops going up the stairs to the other side of the tracks. Its impossible, im on easy and tried over 40 times and you can be standing there in a crowd and a cop will stick put up your disguise cause he has radar eyes. Complete ******
I did it with no instinct on expert, I promise it is possible to get by the train area just fine.
Stand STILL in the crowds!
Light travels faster than sound. This is why some people appear bright until you hear them speak.