Should I Be Worried About My Greyhound Barking At My Cat?

We adopted a retired greyhound about one month ago – he is gorgeous and very well behaved. We also have a cat, so are in the process of training the dog to get along with the cat (the rescue classed him as cat friendly, but obviously he still needs a little practice).
He has been doing very well. The 2 are kept separate by a dog gate and the dog is muzzled when the cat walks through to go upstairs (the cat has no interest in being close to the dog and still hisses and growls when the dog is close). With supervision he stays calm and relaxed and makes no move towards the cat.
He has been fine looking at the cat calmly through the gate too – the last couple of days though he keeps going to look at the cat through the gate and ends up barking at him (just once or twice) but he is wagging his tail as well.
The cat just seems to be sat there looking snooty (turned away slightly)
Should I be worried? (does he think he has just seen his tea? or does he think it is a friend?