Musical strings play important roles in the timbre of a stringed instrument. An instrument installed with different strings can produce very different sounds. To model a plucked-string instrument physically, analyzing its strings may be a good starting point. In this paper, a novel strategy for the modeling and analysis of acoustic musical strings is proposed. In order to obtain the vibration of an acoustic string, a measurement device with multiple sets of electromagnetic pickups is built. A recurrent network based on the Kelly-Lochbaum structure with multiple sets of system parameters is proposed to simulate the time-varying vibrating behavior of a target string. A fast training algorithm combining BPTT and SARPROP is also proposed to train the network automatically. The well-trained recurrent network based model can be regarded as a close simulation model of a real string, and using the model, it becomes easier to understand the characteristics of a string under different conditions when it vibrates.