In order to overcome the limitation of common methods in modeling test system of broadband electromagnetic pulse (EMP), the paper provided a stepping identification arithmetic to solve the problem of building model in whole frequency range. It obtained low-frequency model and high-frequency model respectively in low-frequency domain and high-frequency domain by identification using import signal and output signal measured by test, it obtained the identification model of the test system by connecting the low-frequency model and high-frequency model, the model was simplified by offsetting adjacent poles and zeros. The results of simulation and test show that the papers method can reflect the dynamic characteristic of the system in whole frequency range, and it is feasible in practical application.