Many real world data are sampled functions. As shown by Functional Data Analysis (FDA) methods, spectra, time series, images, gesture recognition data, etc. can be processed more efficiently if their functional nature is taken into account during the data analysis process. This is done by extending standard data analysis methods so that they can apply to functional inputs. A general way to achieve this goal is to compute projections of the functional data onto a finite dimensional sub-space of the functional space. The coordinates of the data on a basis of this sub-space provide standard vector representations of the functions. The obtained vectors can be processed by any standard method. In [43], this general approach has been used to define projection based Multilayer Perceptrons (MLPs) with functional inputs. We study in this paper important theoretical properties of the proposed model. We show in particular that MLPs with functional inputs are universal approximators: they can appr...