Small actuators are chosen due to the limitation of model aircraft's weight, space and design cost, most of which are lack of frequency response characteristics that need to be tested. Considering the influence of inertial loads and aerodynamic loads of rudder, an platform for testing frequency response characteristics of actuator was designed and capable to perform tests with or without loads on rudder. Frequency response characteristics test was conducted for three types of frequently-used actuators. Subspace identification method is used to obtain precise mathematical model of actuator. The comparison among frequency response characteristics of three actuators indicated that even if the nominal torque of the actuator meets the requirements of use, the amplitude-frequency characteristics change with the increase of loads. The time delay in the actuator also varies with the load. Widely used 50 Hz PWM signal limits the bandwidth of the actuator.