Phase Noise (PN) is a serious challenge in wireless transmission systems as it can cause significant degradation of the system performance. Recent publications propose iterative PN compensation algorithms for single or multicarrier systems. In this paper we will present an unscented Kalman filter PN tracking algorithm working in time domain, which is independent of the underlying system. Furthermore, we propose a reduced complexity tracking algorithm, where we perform an interpolation between the estimated PN samples. Simulation results for an OFDM setup show that by using this technique the system performance can be improved significantly.