Since chaotic phenomena of heart rate have been observed, investigations by time series analysis have been focused on the non-linear dynamics of the cardiac control system. Without the necessity to understand the functional structures of the complex regulatory network that controls heart rate, non-linear methods are a useful approach to characterize the processes inside this black box. We applied established linear and non-linear methods to obtain comprehensive information regarding heart rate control and its relation to the respiratory system. To study normal regulation under various conditions, 42 healthy children were investigated during different vigilance stages. The parameters of heart rate power spectra were estimated, the linear intensity of cardiorespiratory coupling was concluded from the coherence spectra. As to non-linear properties of heart rate, the largest Lyapunov exponents as well as the correlation dimension were determined. Similarly, the correlation dimension of the respiratory signals was evaluated. The total power of the heart rate spectrum was found to be greatest during REM, it decreased during wakefulness and was low in nonREM-sleep. These variations are mainly accounted for by low frequency power. The “complexity” of heart rate, as indicated by the correlation dimension, is diminished during sleep phases, whereas the Lyapunov exponents are less affected. The cardiorespiratory coherence is strongly modulated by vigilance with an increase during nonREM and lowest values during REM. The complexity of respiration was also affected by vigilance. A different behavior of heart rate complexity was found during REM-phases. Concluded from spectral analysis, we suggest a specific setting of autonomic heart rate regulation for each vigilance stage. A low dimensional deterministic chaos is present in heart rate time series. More independent control loops were found to be active during wakefulness. Revealed by parameters of the non-linear dynamics, different stages of vigilance determine different operating points in the cardiorespiratory coordination.