May take some legal advice on this one (which I can't give). You need to verify he's not on leases, etc. or technically not a "resident" there.
I agree with changing locks though. If he for sure is not a resident in your place, I would sent him a letter and give him 30 days to collect his goods, but only in your presence and in the presence of the police. Most jurisdictions will send an officer so that there's no trouble. I'd even give him a set of dates in which he can move his stuff, by appointment only. If he doesn't make an appointment at least 3 days in advance, I wouldn't even be there on the dates you offer him...he may try to just show up on one of the dates so you don't have time to have the police around.
If he doesn't make an appoint or suggest reasonable other times, I would tell him you will place the property in the street. Or to be more than fair, if you can rent a storage place for $25 for one month and sent him a letter telling him before the rent expires and that he needs to get his crap or lose it.
Document everything though, dates, times, keep copies of leases, receipts, photograph his stuff and it's the condition. Otherwise you'll end up in peoples court getting yelled at by Judge Judy for not covering your hindside. You might even consider a hidden camera that has a timestamp. If he's not a resident then you may be able to use it to have him arrested for trespass.
It does sound like in some way the police think he's a resident, otherwise they should have arrested him already. Try to search for local government agencies that may give you legal advice for free.
Good luck and be safe.