We report an application of Kalman filtering to the inverted pendulum (IP) of the Virgo gravitational wave interferometer. Using subspace method system identification techniques, we calculated a linear mechanical model of Virgo IP from experimental transfer functions. We then developed a Kalman filter, based on the obtained state space representation, that estimates from open loop time domain data, the state variables of the system. This allows the observation (and eventually control) of every resonance mode of the IP mechanical structure independently. © 2011 American Institute of Physics.