The estimation of the Kolmogorov entropy from a time series and its limitations when performed on EEG

A method to estimate a lower bound of the Kolmogorov entropy-the so called K2-entropy-from a time series is presented which avoids use of the generalized correlation integral. The influence of the norm is studied. The method is demonstrated on some standard examples. The entropy of the attractor apparent in the EEG of the foetal sheep is estimated and the results are compared with results obtained from synthesized data featuring some basic properties of EEG. This gives an insight into the limitations of the procedure.