One of the main drawbacks of orthogonal frequency division multiplexing (OFDM) systems is the phase noise (PN) caused by the oscillator instabilities. Unfortunately, due to the PN, the most valuable feature namely orthogonality between the carriers, is destroyed resulting in a significant degradation in the performance of OFDM systems. In this paper, based on a sequential Monte Carlo method (particle filtering), a computationally efficient algorithm is presented for estimating the residual phase noise, blindly, generated at the output of the phase tracking loop employed in OFDM systems. The basic idea is to treat the transmitted symbols as 'missing data' and draw samples sequentially of them based on the observed signal samples up to time t. This way, the Bayesian estimates of the phase noise is obtained through these samples, sequentially drawn, together with their importance weights. The proposed receiver structure is seen to be ideally suited for highspeed parallel implementation using VLSI technology. The performance of the proposed approaches are studied in terms of average mean square error. Through experimental results, the effects of an initialisation on the tracking performance are also explored. Copyright (c) 2006 AEIT.