This paper addresses a piecewise affine (PWA) approximation problem, i.e., a problem of finding a PWA system model which approximates a given nonlinear system. First, we propose a new class of PWA systems, called the Lebesgue PWA approximation systems, as a model to approximate nonlinear systems. Next, we derive an error bound of the PWA approximation model, and provide a technique for constructing the approximation model with specified accuracy. Finally, the proposed method is applied to a gene regulatory network with nonlinear dynamics, which shows that the method is a useful approximation tool.
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