Police at the scene where shots were fired during a police search of a house in the suburb of Forest near Brussels, Belgium, March 15, 2016.

The gunman shot dead on Tuesday in Brussels following a raid linked to investigations into the Paris attacks was Mohamed Belkaid, a 35-year-old Algerian living illegally in Belgium, Belgian federal prosecutors said on Wednesday.

They said they were also holding two men, one who had been admitted to hospital near Brussels with a broken leg, and were still assessing whether they were connected to the shooting.