In this paper, an active modeling and control scheme is developed for Shape Memory Alloy (SMA) actuators to eliminate the negative influences caused by the uncertainties in its dynamics. First, a nonlinear SMA dynamic model based on Liang model and the empirical models is built and linearized, and all the uncertainties due to time-varying parameters, external disturbances, as well as the linearization, are considered as model error of the linearized model. Secondly, an active modeling based on Kalman filter is constructed to estimate the model error in real time, which intends to improve the model accuracy actively. Finally, an active modeling based control method is proposed to compensate the model error in order to improve control performance of SMA actuators. Experiments are conducted on a one degree-of-freedom (DOF) testbed actuated by a SMA wire. The experimental results of the active model error estimation, and the control performance with and without the active model based compensation are presented and compared to demonstrate the improvements of the proposed scheme. © 2013 IEEE.