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We demonstrate that a Kalman filter applied to estimate the position of an optically levitated nanoparticle, and operated in real-time within a Field Programmable Gate Array (FPGA), is sufficient to perform closed-loop parametric feedback cooling of the centre of mass motion to sub-Kelvin temperatures. The translational centre of mass motion along the optical axis of the trapped nanoparticle has been cooled by three orders of magnitude, from a temperature of 300K to a temperature of 162 +/- 15mK.

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