Digital twins are transforming engineering and applied sciences by enabling real-time monitoring, simulation, and predictive analysis of physical systems and processes. However, conventional digital twins rely primarily on passive data assimilation, which limits their adaptability in uncertain and dynamic environments. This paper introduces the active digital twin paradigm, based on active inference. Active inference is a neuroscience-inspired Bayesian framework for probabilistic reasoning and predictive modeling that unifies inference, decision-making, and learning under a single free energy minimization objective. By modeling the dynamics of the coupled physical--digital system as a partially observable Markov decision process, active digital twins autonomously balance pragmatic exploitation (maximizing goal-directed utility) and epistemic exploration (actively resolving uncertainty). As action becomes an integral part of the inference process, active digital twins actively seek information to maintain synchronization with, and learn from their physical counterparts. The proposed framework is assessed through virtual experiments of structural health monitoring and predictive maintenance of a railway bridge. The application showcases the step-by-step construction of a generative model enabling bidirectional perception--action interaction. The results demonstrate that active digital twins exhibit superior exploration capabilities compared to traditional reactive approaches, enabling enhanced autonomy and resilience.

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