pls give some hints on the tuning of adaptive algs

Will the adaptive algs achieve the same performance as the direct
computation of the optimal weights may achieve, especially when data
is short?
Is it necessary to estimate the variance of the input data when
initilizing the adaptive algs, like RLS?
How to monitor the stationariness and take what measure to counteract
non-stationariness?
Is there any common practices not mentioned in textbooks but necessary
to achieve rapid convergence?
.