Since electroencephalographic (EEG) signal may be considered chaotic, Nonlinear Dynamics and Deterministic Chaos Theory may supply effective quantitative descriptors of EEG dynamics and of underlying chaos in the brain. We have used Karhunen-Loeve decomposition of the covariance matrix of the EEG signal to analyse EEG signals of 4 healthy subjects, under drug-free condition and under the influence of Diazepam. We found that what we call KL-complexity of the signal differs profoundly for the signals registered in different EEG channels, from about 5-8 for signals in frontal channels up to 40 and more in occipital ones. But no consistency in the influence of Diazepam administration on KL-complexity is observed. We also estimated the embedding dimension of the EEG signals of the same subjects, which turned to be between 7 and 11, so endorsing the presumption about existence of low-dimensional chaotic attractor. We are sure that nonlinear time series analysis can be used to investigate the dynamics underlying the generation of EEG signal. This approach does not seem practical yet, but deserves further study.