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This paper presents a real-time method based on various entropy and complexity measures for detection and identification of driving fatigue from recorded electroencephalogram (EEG), electromyogram, and electrooculogram signals. The complexity features were used to distinguish whether the subjects are experienced drivers by calculating the Lempel-Ziv complexity of EEG approximate entropy (ApEn). Different threshold values can be set for the two kinds of drivers individually. The entropy-based features, namely, the wavelet entropy (WE), the peak-to-peak value of ApEn (PP-ApEn), and the peak-to-peak value of sample entropy (PP-SampEn), were extracted from the collected signals to estimate the driving fatigue stages. We proposed WE in a sliding window (WES), PP-ApEn in a sliding window (PP-ApEnS), and PP-SampEn in a sliding window (PP-SampEnS) for real-time analysis of driver fatigue. The real-time features obtained by WE, PP-ApEn, and PP-SampEn with sliding window were applied to artificial neural network for training and testing the system, which gives four situations for the fatigue level of the subjects, namely, normal state, mild fatigue, mood swing, and excessive fatigue. Then, the driver fatigue level can be determined in real time. The accuracy of estimation is about 96.5%-99.5%. Receiver operating characteristic (ROC) curve was used to present the performance of the neural network classifier. The area under the ROC curve is 0.9931. The results show that the developed method is valuable for the application of avoiding some traffic accidents caused by driver's fatigue.