The Yoga Sutra of Patanjali lists eight steps to realize the Self.
These steps are followed in the order they are prescribed.
This is called Ashtanga Yoga, the eight limbs of Yoga.

Skipping one step and jumping to another, which is what most of the modern Gurus(?) prescribe will not yield results, on the contrary shall produce ill effects, both to body and mind.
The Eights steps by Patanjali are.
1.Yama
2.Niyama,
3.Asana,
4.Pranayama,
5.Prathyahaara,
6.Dhyana,
7.Dharana and
8.Samadhi.
While Yama and Niyama indicate things one should abstain from and ones to follow, Asana speaks about postures Prathyahaara, Dhyana, Dharana explains the developments int the art of concentration.
These three terms, Prathyaahara, Dhyana and Dharana are different stages and many are not aware of the subtle, essential differences between them.
Prathyaahara is the withdrawal of senses and the focusing of the mind on the object.
Here one is aware that, apart from the object to be focussed upon, of the objects other than the object being concentrated upon.
Dhayana is that stage where the object and the one who is concentrating the object are present in the mind of the one who is concentrating.
In Dharana this duality of the Perceiver and the Perceived disappears.
This is the culminating step of Yoga.
To explain it,
Lets us assume one is concentrating on an Object, it may be Mantra, Image or Idol.
In Prathyaahaara, you are aware of yourself, the object and things and people around you.
In Dhayana, you are aware of yourself and the object.
In Dharana,the object and you disappear.
Buddhism also follow this principle.
In Hindu texts, Vigyana Bhairava Tantra deals with this subject in detail.
Lord Shiva explains to Parvati,Uma.
The Vigyan Bhairav Tantra (Sanskrit: विज्ञान भैरव तन्त्र, Vijñāna Bhairava Tantra) is a key text of the Trika school of Kashmir Shaivism. Cast as a discourse between the god Shivaand his consort Devi or Shakti, it briefly presents 112 meditation methods or centering techniques (dharanas).[1] These include several variants of breath awareness, concentration on various centers in the body, non-dual awareness, chanting, imagination and visualization and contemplation through each of the senses. A prerequisite to success in any of the 112 practices is a clear understanding of which method is most suitable to the practitioner.
Reference Books for study.
Sri Vijnana Bhairava Tantra: The Ascent, by Swami Saraswati Satyasangananda (Swami Satsangi), softcover, Yoga Publications Trust/Bihar School of Yoga, 2003, 499 pgs., includes for each verse: Devanagari script, English with Sanskrit pronunciation, word-by-word meaning, overall meaning, relevance of words used, and commentary; plus appendices, glossary, and index.
Tantra Yoga, le Vijñänabhaïrava Tantra, by Daniel Odier, translated from French into English by Jeanric Meller, not in print – available athttp://www.danielodier.com/english/envihnana.php
The Book of Secrets: The Science of Meditation, Volumes 1-5, by Osho (Rajneesh), softcover, St. Martin’s Griffin, 2010, (1st edition 1972), ISBN 978-0-312-65060-5, 1328 pgs., a commentary based on Paul Reps’ translation below
The Book of Secrets: 112 Meditations to Discover the Mystery Within, by Osho (Rajneesh), hardcover, St. Martin’s Griffin, 1998, (1st edition 1972), ISBN 978-0-312-18058-4, a commentary based on Paul Reps’ translation below
The Radiance Sutras: 112 Gateways to the Yoga of Wonder and Delight, by Lorin Roche, Ph.D., softcover, Sounds True, 2014 (1st edition 1994), ISBN 978-1-60407-659-2, 352 pgs., purposely personal, poetic, non-scholarly; admits that he omits or changes more ‘difficult’ verses.
Vigyan Bhairava Tantra – 112 Meditations for Self-Realization, by Ranjit Chaudhri, softcover, Prakash Books, New Delhi, India, 2008, ISBN 978-81-7234-292-0, republished as: 112 Meditations for Self-Realization, 2011, ISBN 978-81-7234-371-2
Vijnana Bhairava: The Manual for Self-Realization, by Swami Lakshmanjoo, edited by John Hughes, Swami Lakshmanjoo was a Kashmiri Shaivite Master, and teacher of Paul Reps, Jaideva Singh, and Lilian Silburn, hardcover + 7 CDs, 315 pgs., the book is a transcript of Swami Laksmanjoo’s talks on the 7 CDs, A. Munshiram Manoharlal Publishers in association with Ishwar Ashram Trust, 1st Indian edition (3rd revised edition), 2011, ISBN 978-81-215-1238-1, B. Universal Shaiva Fellowship, Los Angeles, CA, 2007, 4th edition (1st edition 2001), ISBN 978-0-9816228-0-4,
Vijnana Bhairava: The Practice of Centring Awareness, by Bettina Baumer & Sarla Kumar, commentary by Swami Lakshmanjoo, softcover, Indica Books, Veranasi, India, 2002 (republished 2007), ISBN 978-81-86569-35-1 or 9788186569359, highly edited version of Swami Lakshmanjoo’s book with CDs above.
In the following Link you will find useful information.
Ciataion.wiki.
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