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Based on the multiscale character of wavelet transform, the method of wavelet transform de-noising (WTDN) is introduced to improve the signal-noise ratio (SNR) of sampled data and to enhance the accuracy of pole identification of system with N4SID (numerical algorithms for subspace state system identification) method. The WTDN method does not require extra limit of the frequency range for the processed signal, and does not need a prior estimate of impulse response for identified system. So it is especially suitable to de-noise the wide-band signal and the noisy impulse response of the blind system. The results of numerical simulation indicate that the WTDN method is reliable. The WTDN method is used to process the sampled data from actual preamplifier coupled to a gas detector. The experimental results show that the WTDN method improves effectively the SNR of sampled data, which can help to enhance the accuracy in pole identification of system with the N4SID method.