I would say that in most cases learning to do this on your own will not work. The reason is that it has nothing to do with control yourself when you're alone, it has to do with controlling yourself when you're simultaneously trying to engage someone else who has different levels of excitetation. You may get a bit of control trying it yourself, but not much. The only system of training I've heard of that may work for you is to work with your partner. You have them start by masturbating, then stopping, then practice orally, then move to vaginal, and what you do is each time you get close, you stop. You learn to last longer over time, but this method can take quite awhile. I've found that for me the best thing was to learn to maintain an erection after orgasm so I can continue. This way, I don't worry about doing it before and even if I do I just keep going and it doesn't even matter. I found that over time, and not even that long maybe only a few times, I was able to last longer simply because I was no longer worrying about the end result, merely the process since it didn't stop if I finished first.