Wires of shape memory alloys (SMAs) contract in response to heat, and are used as actuators because of this ability. However, as this deformation is accompanied by hysteresis, SMA actuators cannot be described as a linear time invariant (LTI) system. In this article, we demonstrate a method for modelling SMA wire actuators that is valid in the full displacement range, to be applied in linear control systems. To this end, we describe the response of the SMA actuators as a first-order lag system, using a model matching method. The time constant used in this first-order lag system is selected based on observations of the limited range below the austenite onset temperature. Analysis of the step response of the SMA actuator established that a PI controller alone is unable to approximate this first-order lag system properly. Hence, with our technique, a PI-controlled SMA actuator is considered as a plant, to which we apply H-infinity control design, which improves the approximation to the first-order lag system. This improvement was verified through a comparison of the transfer functions of the H-infinity-based system and a solely PI-controlled system. We also consider self-sensing by measuring the resistance of the SMA actuator directly, instead of using a load cell to observe the force induced by actuator deformation. Based on these results, we are able to demonstrate that the effect of self-sensing on the closed-loop characteristic is within the permissible range, suggesting that the creation of compact self-sensing actuators is viable.