Sleep is a fundamental need of human body. In order to maintain health, sufficient sleep is must. Efficiency of sleep is based on sleep stages. Sleep stage classification is required to identify sleep disorders. Sleep stage classification identifies different stages of sleep. In this paper, we used Stochastic Gradient Descent(SGD) a machine learning algorithm for sleep stage classification. In feature extraction, Power Spectral Density(Welch method) is used. We acheived 89% overall accuracy using this model.

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