  We describe methods of estimating the entire Lyapunov spectrum of a spatially
extended system from multivariate time-series observations. Provided that the
coupling in the system is short range, the Jacobian has a banded structure and
can be estimated using spatially localised reconstructions in low embedding
dimensions. This circumvents the ``curse of dimensionality'' that prevents the
accurate reconstruction of high-dimensional dynamics from observed time series.
The technique is illustrated using coupled map lattices as prototype models for
spatio-temporal chaos and is found to work even when the coupling is not
strictly local but only exponentially decaying.
