Adaptive Dynamic Programming (ADP) algorithm for LQR tracking problems

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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:
Thanks in advance

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