Hi Saikat,

You should remember that LyE does not measure stability in the sense you are describing it above. It is a measure of the rate of divergence of a trajectory and its units are bits/second (unless normalized to stride or something and then bits/stride). A negative LyE indicates that the trajectory is converging on itself. Converging to a fixed point orbit. A positive LyE indicates that the trajectory is expanding. Chaotic and random systems may have a positive LyE; thus why you need to do surrogation to determine the nature of the signal if it is a positive LyE. A LyE = 0 indicates a mathematically stable orbit (neither converging or diverging).

Also keep in mind, you are probably calculating the largest LyE. Mathematically, there is a LyE for each dimension of the trajectory. However, the algorithm you select may only give you the largest (or first). Hope this helps.