Application of non-linear dynamics methods to the physiological sciences demonstrated that non-linear models are useful for understanding complex physiological phenomena such as abrupt transitions and chaotic behavior. Sleep stages and sustained fluctuations of autonomic functions such as temperature, blood pressure, electroencephalogram (EEG), etc., can be described as a chaotic process. The EEG signals are highly subjective and the information about the various states may appear at random in the time scale. Therefore, EEG signal parameters, extracted and analyzed using computers, are highly useful in diagnostics. The sleep data analysis is carried out using non-linear parameters: correlation dimension, fractal dimension, largest Lyapunov entropy, approximate entropy, Hurst exponent, phase space plot and recurrence plots. These non-linear parameters quantify the cortical function at different sleep stages and the results are tabulated.