Pranayama is the fourth limb of yoga that focuses on breath control. It has three phases - inhalation, retention, and exhalation. Some common types are Bhastrika to boost energy, Kapal Bhati for detoxification, Nadi Shodhan to balance the brain, and Bhramari to calm the mind. Pranayama is believed to help control the mind through regulating breath. Regular practice provides cognitive, lung, and stress-reducing benefits and can help with anxiety, psychosomatic disorders, and quitting smoking.