BAGHDAD, Sept 5 (Reuters) - Three U.S. soldiers were killed in Baghdad by a roadside bomb of a type which the U.S. military says neighbouring Iran is supplying to Shi'ite militias in Iraq to attack American troops. The U.S. military said in a statement that two soldiers were wounded in the attack on a U.S. patrol in eastern Baghdad on Tuesday. It blamed the casualties on an explosively formed penetrator (EFP), a particularly deadly armour-piercing bomb. EFPs have killed scores of American soldiers in and around Baghdad as thousands of troops have been deployed in operations to crack down on Sunni Arab insurgents and Shi'ite militias. Iran denies training or supplying weapons to the militias. Separately, the military also announced the death of a fourth soldier who was killed on Tuesday in western Baghdad. Two soldiers were wounded in that attack. The deaths bring to 3,746 the number of U.S. soldiers killed since the start of the U.S.-led invasion in 2003. Five soldiers have died so far this month.