The automatic computation of the hypnogram and sleep Parameters, from the data acquired with portable sensors, is a challenging problem with important clinical applications. In this paper, the hypnogram, the sleep efficiency (SE), rapid eye movement (REM), and nonREM (NREM) sleep percentages are automatically estimated from physiological (ECG and respiration) and behavioral (Actigraphy) nocturnal data. Two methods are described; the first deals with the problem of the hypnogram estimation and the second is specifically designed to compute the sleep parameters, outperforming the traditional estimation approach based on the hypnogram. Using an extended set of features the first method achieves an accuracy of 72.8%, 77.4%, and 80.3% in the detection of wakefulness, REM, and NREM states, respectively, and the second an estimation error of 4.3%, 9.8%, and 5.4% for the SE, REM, and NREM percentages, respectively.