1. A method for controlling a vapor compression system including a compressor, at least one fan, and an expansion valve for performing a vapor compression cycle of the vapor compression system, including at least one sensor for measuring performance of the vapor compression system, and including a controller having a processor coupled with stored instructions implementing the method, wherein the instructions, when executed by the processor carry out at least some steps of the method, comprising at a current time step of a control: controlling the vapor compression system according to a value of a control signal at each time step of control, wherein the control signal causes a change in one or combination of speed of the compressor, speed of the fan, and an opening of the expansion valve of the vapor compression system; and measuring, using the sensor, a signal indicative of performance of the vapor compression system controlled according to the control signal for each time step of control, wherein the controlling at a current time step of control comprises: determining, from a value of the signal at the current time step of control, a measured value of a metric of performance at the current time step of control; retrieving from a memory a previous value of an estimated parameter determined for a previous time step of the control and a previous value of a control signal determined for the previous time step of the control, wherein values of the estimated parameter represent a relationship between values of the control signal and values of the metric of performance; determining a value of a metric of performance of the vapor compression system based on the previous value of the estimated parameter and the previous value of a control signal; determining a current value of the estimated parameter based on the previous value of the estimated parameter and an error between the determined value of the metric of performance and the measured value of the metric of performance, wherein the current value of the estimated parameter is determined to reduce the error; determining a current value of the control signal based on the current value of the estimated parameter; storing in the memory the current value of the estimated parameter and current value of the control signal for a subsequent time step of the control; and causing the vapor compression system to operate in accordance with the current value of the control signal.