Here is a video that explains how GMG Wood Pellet Grills Work.
A motor turns an auger which feeds pellets into a firebox. There, a hot rod automatically ignites the pellets, and a combustion fan keeps them burning. A fan inside the hopper maintains positive pressure which prevents burn-back in the auger tube. A sensor mounted inside the grill sends data to the on-board computer ten times every second, and the controller adjusts the air and pellet flow to maintain the temperature you set.