Apart from sleep studies, EEG, you may need cognitive tests like mini-mental
state examination (MMSE) or Folstein test
. Please consult a neuropsychiatrist. Based on the results of these tests some assignments, vitamin supplements, yoga techniques, memory games etc can be tried to improve memory.
Since I cannot examine you and know other related conditions you may be having, nor is a detailed history possible on net, I have listed the various possibilities that should be looked into.