A novel design and implementation of a cognitive methodology for the on-line auto-tuning robust PID controller in a real heating system is presented in this paper. The aim of the proposed work is to construct a cognitive control methodology that gives optimal control signal to the heating system, which achieve the following objectives: fast and precise search efficiency in finding the on- line optimal PID controller parameters in order to find the optimal output temperature response for the heating system. The cognitive methodology (CM) consists of three engines: breeding engine based Routh-Hurwitz criterion stability, search engine based particle swarm optimization (PSO) and aggregation knowledge engine based cultural algorithm (CA). Matlab simulation package is used to carry out the proposed methodology that finds and tunes the optimal values of the robust PID parameters on-line. In real-time, the LabVIEW package is guided to design the on-line robust PID controller for the heating system. Numerical simulations and experimental results are compared with each other and showed the effectiveness of the proposed control methodology in terms of fast and smooth dynamic response for the heating system, especially when the control methodology considers the external disturbance attenuation problem.