We present a comprehensive theory of closed-loop particle tracking for calculating the statistics of a diffusing fluorescent particle’s motion relative to the tracking lock point. A detailed comparison is made between the theory and experimental results, with excellent quantitative agreement found in all cases. A generalization of the theory of (open-loop) fluorescence correlation spectroscopy is developed, and the relationship to previous results is discussed. Two applications of the statistical techniques are given: a method for determining a tracked particle’s localization and an algorithm for rapid particle classification based on real-time analysis of the tracking control signal
