You can choose their version of alpha by picking a cutoff frequency f and setting alpha = exp(-2*pi*f*dt) where dt is your sample rate. f will be the ≈-3dB point of your filter where frequencies above it are reduced by 0.707 or more.
That gives you the time constant for the 63% step response, but that's not quite the same thing as the 3-dB cutoff, due to frequency warping. I do this to get an alpha value for cutoff_Hz at a given sampling interval dt_s: