In this paper, based on a sequential Monte Carlo method, a computationally efficient algorithm is presented for estimating the residual phase noise, blindly, generated at the output 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 high-speed parallel implementation using VLSI technology.