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Antepartum fetal monitoring based on the classical cardiotocography (CTG) is a noninvasive and simple tool for checking fetal status. Its introduction in the clinical routine limited the occurrence of fetal problems leading to a reduction of the precocious child mortality. Nevertheless, very poor indications on fetal pathologies can be inferred from the even automatic CTG analysis methods, which are actually employed. The feeling is that fetal heart rate (FHR) signals and uterine contractions carry much more information on fetal state than is usually extracted by classical analysis methods. In particular, FHR signal contains indications about the neural development of the fetus. However, the methods actually adopted for judging a CTG trace as "abnormal" give weak predictive indications about fetal dangers. We propose a new methodological approach for the CTG monitoring, based on a multiparametric FHR analysis, which includes spectral parameters from autoregressive models and nonlinear algorithms (approximate entropy). This preliminary study considers 14 normal fetuses, eight cases of gestational (maternal) diabetes, and 13 intrauterine growth retarded fetuses. A comparison with the traditional time domain analysis is also included. This paper shows that the proposed new parameters are able to separate normal from pathological fetuses. Results constitute the first step for realizing a new clinical classification system for the early diagnosis of most common fetal pathologies.