Sai baba used to sleep on a small wooden plank tied up with thin rags high up and almost touching the roof of dwarkamai(baba's residence). People used to wonder that how he would climb up and get down from that small swing and nobody saw him doing that ,they coluld only see him sleeping on it! One day baba got annoyed due to public attention and threw away his swing . The devotees asked him about it and he replied " i was worried about mahalsapati because i did not want him to sleep on floor without me being there ! " so people asked him that we would put up another swing for mahalsapati and baba gave this most wonderful answer " mahalsapati can not sleep up because in order to do that one should be fully awake while sleeping!".
Sai baba was probably referring to a state of samadhi -super consciouness where you appear to be asleep while you are fully awake !
om sai ram