This article considers the parameter identification problem of multiple-input single-output Hammerstein nonlinear systems. Applying the data filtering technique, the input-output data are filtered. The filtered system is decomposed into multiple subsystems with fewer variables by using the hierarchical identification principle. The data filtering based multiple-stage Levenberg-Marquardt algorithm is proposed for interactively identifying each subsystem. Finally, a numerical simulation example is given to demonstrate the effectiveness of the proposed algorithms.