This paper addresses the discrete abstraction problem for stochastic nonlinear systems with continuous-valued state. The proposed solution is based on a function, called the bisimulation function, which provides a sufficient condition for the existence of a discrete abstraction for a given continuous system. We first introduce the bisimulation function and show how the function solves the problem. Next, a convex optimization based method for constructing a bisimulation function is presented. Finally, the proposed framework is demonstrated by a numerical simulation.

A stochastic hybrid system can express complex dynamical systems such as biological systems and communication networks, but computation for analysis and control is frequently difficult. In this paper, for a class of stochastic hybrid systems, a discrete abstraction method in which a given system is transformed into a finite-state system is proposed based on the notion of bounded bisimulation. In the existing discrete abstraction method based on bisimulation, a computational procedure is not in general terminated. In the proposed method, only the behavior for the finite time interval is expressed as a finite-state system, and termination is guaranteed. Furthermore, analysis of genetic toggle switches is also discussed as an application.