Incremental Net Pro (IncNet Pro) with local learning feature and statistically controlled growing and pruning of the network is introduced. The architecture of the net is basedon RBF networks. Extended Kalman Filter algorithm and its new fast version is proposed and used as learning algorithm. IncNet Pro is similar to the Resource Allocation Network described by Platt in the main idea of the growing. The statistical novel criterion is used to determine the growing point. IncNet Pro use pruning method similar to Optimal Brain Surgeon by Hassibi, but based on Extended Kalman Filter algorithm. The Bi-radial functions are used instead of radial basis functions to obtain more flexible network
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