Advances in technology, especially in sensing, robotics, wireless communications, hardware capabilities and the constant need to confront not only the existing but also new and advanced threats are pushing for the need of advanced radar techniques. In this context, Cognitive Radar (CR) is visualized as the next generation multifunctional, smart and adaptive radar that extends its capabilities and responsibilities far beyond the traditional radar. CR incorporates knowledge gained by the interaction with the environment into its operation therefore forming a closed-loop system aiming to enhance the system performance. A very important element of the CR operation is the ability to adaptively design the transmitted waveforms based on the radar objective and the changes in the environment. In this thesis, we present the different aspects involved in the Cognitive Radar concept with deeper focus on the adaptive waveform design of the system aiming to improve the tracking performance. A method of adaptive waveform design within the sensor management problem ensuring that the total transmitted power is reduced compared to the transmission of a fixed waveform is proposed and finally a promising direction towards the multi-sensor resource allocation and waveform design is presented
