Deterministic chaos and the first positive Lyapunov exponent: a nonlinear analysis of the human electroencephalogram during sleep

Under selected conditions, nonlinear dynamical systems, which can be described by deterministic models, are able to generate so-called deterministic chaos. In this case the dynamics show a sensitive dependence on initial conditions, which means that different states of a system, being arbitrarily close initially, will become macroscopically separated for sufficiently long times. In this sense, the unpredictability of the EEG might be a basic phenomenon of its chaotic character. Recent investigations of the dimensionality of EEG attractors in phase space have led to the assumption that the EEG can be regarded as a deterministic process which should not be mistaken for simple noise. The calculation of dimensionality estimates the degrees of freedom of a signal. Nevertheless, it is difficult to decide from this kind of analysis whether a process is quasiperiodic or chaotic. Therefore, we performed a new analysis by calculating the first positive Lyapunov exponent L1 from sleep EEG data. Lyapunov exponents measure the mean exponential expansion or contraction of a flow in phase space. L1 is zero for periodic as well as quasiperiodic processes, but positive in the case of chaotic processes expressing the sensitive dependence on initial conditions. We calculated L1 for sleep EEG segments of 15 healthy men corresponding to the sleep stages I, II, III, IV, and REM (according to Rechtschaffen and Kales). Our investigations support the assumption that EEG signals are neither quasiperiodic waves nor a simple noise. Moreover, we found statistically significant differences between the values of L1 for different sleep stages. All together, this kind of analysis yields a useful extension of the characterization of EEG signals in terms of nonlinear dynamical system theory.