In this case, the person had an anxiety disorder. The anxiety is in voluntary controlled by the autonomic nervous system in humans.
The biofeedback is a mechanism, by which a person can control the working of involuntary system. This is done by the restriction of autonomic nervous system to specific stimuli.
In this case, the autonomic nervous system is trained to act according to the thoughts and the feelings.
Hence, the given situation is an example of Biofeedback.