  We describe an experiment on an underdamped mechanical oscillator used as an
information engine. The system is equivalent to an inertial Brownian particle
confined in a harmonic potential whose center is controlled by a feedback
protocol which measures the particle position at a specific sampling frequency
$1/{\tau}$. Several feedback protocols are applied and the power generated by
the engine is measured as a function of the oscillator parameters and the
sampling frequency. The optimal parameters are then determined. The results are
compared to the theoretical predictions and numerical simulations on overdamped
systems. We highlight the specific effects of inertia, which can be used to
increase the amount of power extracted by the engine. In the regime of large
$\tau$, we show that the produced work has a tight bound determined by
information theories.
