Webdynpro ABAP popup bind action to system close button

Hi experts

In my webdynpro abap app, I have a modal popup window generated by code like this:

      lo_window                = lo_window_manager->create_and_open_popup(
          window_name          = 'W001'
          title                = 'My title'
          message_type         = if_wd_window=>co_msg_type_none
          message_display_mode = if_wd_window=>co_msg_display_mode_selected
          is_resizable         = ABAP_TRUE
          buttons              = lt_buttons
          cancel_action        = ls_canc_action
      ).

The popup window will have a 'X' on the top-right corner, I want to bind an Action to it, so I can do something when user close the window by clicking 'X'.

My question is, how to bind? Thanks.