We consider a three-terminal state-dependent relay channel with the channel state noncausally available at only the relay. Such a model may be useful for designing cooperative wireless networks with some terminals equipped with cognition capabilities, i.e., the relay in our setup. In the discrete memoryless (DM) case, we establish lower and upper bounds on channel capacity. The lower bound is obtained by a coding scheme at the relay that uses a combination of codeword splitting, Gel'fand-Pinsker binning, and decode-and-forward relaying. The upper bound improves upon that obtained by assuming that the channel state is available at the source, the relay, and the destination. For the Gaussian case, we also derive lower and upper bounds on the capacity. The lower bound is obtained by a coding scheme at the relay that uses a combination of codeword splitting, generalized dirty paper coding, and decode-and-forward relaying; the upper bound is also better than that obtained by assuming that the channel state is available at the source, the relay, and the destination. In the case of degraded Gaussian channels, the lower bound meets with the upper bound for some special cases, and, so, the capacity is obtained for these cases. Furthermore, in the Gaussian case, we also extend the results to the case in which the relay operates in a half-duplex mode.