The precise position of the mobile station is critical for the ever increasing number of applications based on location. In this paper, we introduce a novel positioning technique for positioning a GSM mobile phone in real-time. This technique is based on the GSM mobile phone feature, that it can measure the signal strengths from a number of nearby base stations. In this approach we use the GSM signal strengths measured in real environment to train an artificial neural network. The neural network is trained using the second order learning algorithm (Extended Kalman Filter) because of its superiority in the learning speed and mapping accuracy. The mobile position can be determined with good accuracy by providing the current signal strength data to a previously trained neural network. The EKF shows its superiority to the Back Propagation (BP) in both the General Feed Forward (GFF) and the Multi Layer Perception (MLP) neural network architectures. The good accuracy of the calculated position with either an EKF training in a General Feed Forward (GFF) or a Multi Layer Perception (MLP) neural network is shown.