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Power control has been widely studied and shown to be crucial for the capacity and performance of direct-sequence code-division multiple-access (DS-CDMA) systems. Practical implementations typically employ fast closed-loop power control, where transmitters adjust their transmit powers according to commands received in a feedback channel. The loop delay resulting from the measurements, processing, and transmission of the power control commands can result in oscillations of the transmission powers and lead to degradation in the system performance. In this paper we present new adaptive closed-loop power control algorithms that are able to alleviate the effect of the loop delay. The algorithms are based on self-tuning controllers designed for a log-linear model of the power control process. We carried out computational experiments on a DS-CDMA network using the distributed constrained power control (DCPC) as a reference algorithm. Practical versions of the algorithms are also provided and they were compared with the fixed-step power control (FSPC) algorithm employed in the IS-95 and WCDMA systems. The numerical results indicate that our algorithms can significantly improve the radio network capacity without any increase in power control signaling.