We extend the theory of stochastic thermodynamics in three directions: (i)
instead of a continuously monitored system we consider measurements only at an
arbitrary set of discrete times, (ii) we allow for imperfect measurements and
incomplete information in the description, and (iii) we treat arbitrary
manipulations (e.g. feedback control operations) which are allowed to depend on
the entire measurement record. For this purpose we define for a driven system
in contact with a single heat bath the four key thermodynamic quantities:
internal energy, heat, work and entropy along a single trajectory' for a causal model. The first law at the trajectory level and the second law on average is verified. We highlight the special case of Bayesian or bare’
measurements (incomplete information, but no average disturbance) which allows
us to compare our theory with the literature and to derive a general inequality
for the estimated free energy difference in Jarzynksi-type experiments. An
analysis of a recent Maxwell demon experiment using real-time feedback control
is also given. As a mathematical tool, we prove a classical version of
Stinespring’s dilation theorem, which might be of independent interest.

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