I suspect that Martin and Signe married in the US. In the 1920/1930 census, she claims to have arrived about 1911 and he arrived either 1900 or 1905; however, I was not able to find any record of Martin the in 1910 census. The 1930 census indicates they likely married about 1912.
I would try to find either a marriage record or his death record in Minnesota. Or Signe's death record that might give her maiden name so that you can track down her passenger record.
You might also look for military enlistments between 1912 and WWI. If Martin was in the military, he would not have to register for the draft.