The method permits determination of the stages of sleep during the period when the signal is picked off. The EEG signal is chopped into time slices of the same duration; each slice of the signal is digitally sampled in order to obtain successive blocks of N samples; for each block i, M normalised correlation coefficients Ri,k are determined, M being very much smaller than N; for each block i, the distances D(i,j) are calculated between the coefficients Ri,k of the current block and the coefficients Rj,k of the centres of gravity of the already-existing j classes; the minimum D(i,p) of the D(i,j) is selected; block i is assigned to class p if D(i,p) is lower than a defined threshold, while updating the centre of gravity of the class, while a new class is created if D(i,p) is greater than the defined threshold; and each class is assigned to the closest stage from the point of view of energy distribution between frequency bands. …<IMAGE>… 
Electroencephalographic signal processing method and apparatus therefor.