In this Keynote Talk, I will focus on a new generation of dynamic systems that are enabled with cognition. Specifically, I will highlight three applications: Cognitive Radio; Cognitive Mobile Assistants; and Cognitive Radar, the study of which constitutes the main thrust of my current research program. This introductory material will pave the way for me to link up with the visual brain, which, is characterized by the perception-action cycle. For the last part of my talk I will expand on this cycle, focusing on cognitive radar, in the context of which I will do the following: describe a new generation of nonlinear filters that we have named "cubature Kalman filters" that provide the best known approximation to the Bayesian filter in an information-theoretic sense when operating in a Gaussian environment; and present experimental results (using computer simulations) on cognitive tracking radar that will demonstrate the power of cognition.