The authors present illumination waveforms matched to stochastic targets in the presence of signal-dependent interference. The waveforms are formed by SNR and mutual information (MI) optimisation. We also use these waveforms in cognitive radar (CR) target identification application. In this application, the radar system attempts to identify a deterministic or random target using multiple transmissions. These transmissions are adaptively modified in response to previously received echoes. In addition, the authors present a new multi-band application of the CR platform.