Numerous attempts are being made to develop machines that could act not only autonomously, but also in an increasingly intelligent and cognitive manner. Such cognitive machines ought to be aware of their environments, which include not only other machines, but also human beings. Such machines ought to understand the meaning of information in more human-like ways by grounding knowledge in the physical world and in the machines’ own goals. The motivation for developing such machines range from self-evidenced practical reasons such as the expense of computer maintenance, to wearable computing in health care, and gaining a better understanding of the cognitive capabilities of the human brain. To achieve such an ambitious goal requires solutions to many problems, ranging from human perception, attention, concept creation, cognition, consciousness, executive processes guided by emotions and value, and symbiotic conversational human-machine interactions. An important component of this cognitive machine research includes multiscale measures and analysis. This article presents definitions of cognitive machines, representations of processes, as well as their measurements, measures, and analysis. It provides examples from current research, including cognitive radio, cognitive radar, and cognitive monitors.