We present a sequential Monte Carlo (SMC) method for maximum likelihood (ML) parameter estimation in latent variable models. Stan- dard methods rely on gradient algorithms such as the Expectation- Maximization (EM) algorithm and its Monte Carlo variants. Our approach is different and motivated by similar considerations to sim- ulated annealing (SA); that is we propose to sample from a sequence of artificial distributions whose support concentrates itself on the set of ML estimates. To achieve this we use SMC methods. We con- clude by presenting simulation results on a toy problem and a non- linear non-Gaussian time series model.