The 28-year-old Dane, who joined Albion in June 2004, was a regular fixture in Tony Mowbray´s side as they won the Coca-Cola Championship title last season to secure a return to the Premier League.
Mowbray said: "The era of Bosman means the incentives offered by clubs to out-of-contract players are often decisive in whether a player stays or leaves. I´d like to thank Martin for his contribution last season and wish him all the best in his new challenge.
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