An Australian dad is being remembered as brave after jumping on train tracks trying to rescue his twin daughters

Authorities are studying CCTV footage from a Sydney train station, to understand how the pram carrying the two year olds rolled on the tracks.

The second twin and mother were uninjured.

Local Police Superintendent, Paul Dunstan, says the father's parental insistent must have kicked in.

He says he tried to save his twins and doing so cost him his life, but it was an incredibly brave and heroic act.