Adaptive Dynamic Programming (ADP) algorithm for LQR tracking problems

Hi, I need to implement "Adaptive Dynamic Programming for Discrete-time LQR Optimal Tracking Control Problems with Unknown Dynamics" in matlab. can you guys please help me out here?

I don't know how should I create history data for policy iteration or value iteration. I'll really appreciate it.

This is the paper that I'm going to implement in matlab:

https://ieeexplore.ieee.org/document/7010636/

Thanks in advance