This paper studies approximation capability to L^2（Rd） functions of incremental constructive feedforward neural networks （FNN） with random hidden units. Two kinds of therelayered feedforward neural networks are considered： radial basis function （RBF） neural networks and translation and dilation invariant （TDI） neural networks. In comparison with conventional methods that existence approach is mainly used in approximation theories for neural networks, we follow a constructive approach to prove that one may simply randomly choose parameters of hidden units and then adjust the weights between the hidden units and the output unit to make the neural network approximate any function in L2 （Rd） to any accuracy. Our result shows given any non-zero activation function g ： R＋ → R and g（｜｜x｜｜R^d） ∈ L^2（Rd） for RBF hidden units, or any non-zero activation function g（x） ∈ L^2（R^d） for TDI hidden units, the incremental network function fn with randomly generated hidden units converges to any target function in L2 （R^d） with probability one as the number of hidden units n → ∞, if one only properly adjusts the weights between the hidden units and output unit.
