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In order to describe the dynamic characteristics of Proton Exchange Membrane Fuel Cell (PEMFC) more accurately, the fractional changes in equivalent circuit of PEMFC with the electrical double layer phenomenon are proposed in this paper. Based on fractional theory, the fractional order state space model of the equivalent circuit is established. And the unknown parameters of the state-space model are identified with subspace identification method. The simulation results show that the fractional order state space model established can reflect the actual voltage changes accurately.