Extracting work from a single heat bath through feedback

Work can be extracted from a single heat bath if additional information is available. For the paradigmatic case of a Brownian particle in a harmonic potential, whose position has been measured with finite precision, we determine the optimal protocol for manipulating the center and stiffness of the potential in order to maximize this work in a finite-time process. The bound on this work imposed by a generalized second law inequality involving information can be reached only if both position and stiffness of the potential are controlled and the process is quasistatic. Estimates on the power delivered by such an "information machine" operating cyclically follow from our analytical results.