Intelligent transportation systems (ITS) are gaining acceptance around the world and the connected vehicle component of ITS is recognized as a high priority research and development area in many technologically advanced countries. Connected vehicles are expected to have the capability of safe, efficient and eco-driving operations whether these are under human control or in the adaptive machine control mode of operations. The race is on to design the capability to operate in connected traffic environment. The operational requirements can be met with cognitive vehicle design features made possible by advances in artificial intelligence-supported methodology, improved understanding of human factors, and advances in communication technology. This paper describes cognitive features and their information system requirements. The architecture of an information system is presented that supports the features of the cognitive connected vehicle. For better focus, information processing capabilities are specified and the role of Bayesian artificial intelligence is defined for data fusion. Example applications illustrate the role of information systems in integrating intelligent technology, Bayesian artificial intelligence, and abstracted human factors. Concluding remarks highlight the role of the information system and Bayesian artificial intelligence in the design of a new generation of cognitive connected vehicle.