The following link is to a paper that describes a way to train HRV and EEG alpha simultaneously. The attached design "HRV and alpha training" performs the training shown in this article.
This was demonstrated at the 2011 ISNR meeting, and further enhanced to compute the percentage of alpha bursts that occur during the exhale (relaxation) part of the cycle. A revised protocol design will be posted to this article shortly.
Collura, T.F. (2009) Combining EEG with Heart Rate Training for Brain/Body Optimization. NeuroConnections, Winter, 2009.