The two brothers shot by police in Barnawartha have been identified as Joel and Joshua Clavell, sons of former prison guard Rodney Clavell who took his own life during a 12-hour standoff with police in 2014.
Joshua Clavell, 30, was being investigated by police after relocating from NSW to Victoria.
He was shot first and taken to Albury Base Hospital where he remains under police guard, while younger brother Joel Clavell was taken to the Alfred Hospital in Melbourne.
Rodney Clavell, then 46, died during a siege in a Adelaide massage parlour in June 2014.
A decade earlier in 2004 Clavell had been involved in another shoot-out with police.
The 30-year-old man shot by Wodonga police at Barnawartha on Wednesday was known to police in South Australia, NSW and Victoria and 'had a pretty strong hatred of police', according to Victoria's Counter Terrorism Command.
Victoria Police's Assistant Commissioner Ross Guenther of the Counter Terrorism Command said the 30-year-old was one of four brothers.
His 19-year-old brother was also shot by police.
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The 30-year-old man is under police guard at Albury Base Hospital in a serious but stable condition, while the 19-year-old was transferred to the Alfred Hospital in Melbourne.
Mr Guenther said three, maybe four, of the brothers were "reverts to Islam".
He said the 30-year-old brother, who was shot first, was deemed a high threat level by the Counter Terrorism Command and followed an extremist version of Islam.
He had previously been in NSW prison.
"The older brother had made a commitment to this form of Islam a number of years ago and sought to impart that to his brothers," he said.
Mr Guenther said the pair had recently crossed the border after living in NSW for about 12 months.
He said the command was in the region investigating what risk the man posed and "mitigating any risk they might have brought to Victoria."
Mr Guenther praised the "very brave" work of Wodonga officers and the Counter Terrorism Command.
"Not one of those people would have left yesterday thinking they would be confronted by that," he said.
Mr Guenther said at this stage they do not think the men - who have family based in South Australia - had links to terrorist organisations.
Victoria Police's Assistant Commissioner Ross Guenther of the Counter Terrorism Command will be speaking to the media about 10.30am, after two brothers, aged 30 and 19, were shot by Wodonga police on Wednesday.
Watch the Assistant Commissioner's address here from 10.30am: (Please allow a moment for the video feed to load.)
On Wednesay police revealed the pair, 19 and 30, had been under the scrutiny of counter terrorism police, who called for the help of Wodonga colleagues after finding the men at a Barnawartha North petrol station.
The duo later rammed a police car at Richardsons Bend camping ground before confronting the Wodonga officers
One brother was shot soon after leaving their car, while the other one was shot after negotiations, capsicum spray and a Taser hit failed to subdue him.
The pair both have serious injuries with one in hospital in Melbourne and the other in Albury.
Police stated that Counter Terrorism Command (CTC) detectives were in north-eastern Victoria gathering intelligence on Wednesday but were there was not any planned direct threat to the Victorian community.
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