The auxiliary model is derived for the single-input single-output (SISO) system to reduce computational burden and improve the convergence rate of the new iteration algorithm based on the conjugate gradient.Compared with the interactive stochastic gradient algorithm for controlled moving average models，the proposed new iteration algorithm can give parameter estimates in less steps.In addition，the new algorithm can avoid the inverse of a matrix.The new algorithm is also compared with the biconjugate gradient algorithm.The simulation example shows that the proposed algorithm works quite well.

%U https://zkxb.jsu.edu.cn/EN/10.3969/j.cnki.jdxb.2016.06.007