You can build it using graphics primitives such as Line and Arrow. Please do post what you have already tried and explain the precise difficulties you ran into. – SzabolcsMar 16 '12 at 9:24
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Please post some background info on how these state-space diagrams are generated (conceptually) and what the role of $a$ is. I ask because it is very easy to reconstruct the above with simple graphics primitives, but perhaps a more involved answer might be one that generates this based on the state without having to manually fiddle with the arrows. Right now, this is simply an exercise in positioning arrows. – rm -rf♦Mar 16 '12 at 20:53