We present a feedback protocol that is able to confine a system to a single micro-state without heat dissipation. The protocol adjusts the Hamiltonian of the system in such a way that the Bayesian posterior distribution after measurement is in equilibrium. As a result, the whole process satisfies feedback reversibility – the process is indistinguishable from its time reversal – and assures the lowest possible dissipation for confinement. In spite of the whole process being reversible it can surprisingly be implemented in finite time. We illustrate the idea with a Brownian particle in a harmonic trap with increasing stiffness and present a general theory of reversible feedback confinement for systems with discrete states.

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