use a voltage monitor like MAX811/812 or something and connect it to an (interrupt) input of your PIC. These monitor circuits are available in different threshold voltages, are very small and not too expensive.
If you want the circuit to be low cost you can use one transistor and two resistors plus a zener.
Take a BC847 or some other low power NPN... connect a 10 K to the collector to plus VCC and your CPU.. connect the other resistor to base and ground and connect the zener to the BATT and base of T1... if the voltage drops below the zener voltage + 0.65 the transistor will give a high level otherwise a low level on the collector...
Because your circuit is a battery powered unit you cant use normal Comparators which will drain lot of power.
you can use low power CMOS comparator to detect undervoltage.