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This paper proposes a new method to extract fetal ECG from multi-channel signals. The fetal ECG is extracted in phase space, which is constructed by a pregnant woman's multiple thoracic and abdominal ECG signals. Based on corresponding points in phase space, we adopt least square algorithm to estimate the maternal components of the abdominal signals and extract the fetal signals by subtracting the estimated maternal signals from the abdominal signals. Compared with traditional separation method based on information fusion of multi-channel signals, such as Independent Component Analysis (ICA), this method could be realized more easily and effectively.