Discrete abstraction of stochastic nonlinear systems: A bisimulation function approach

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.