The authors study the design of cooperative beamforming for an underlay cognitive relay network over frequency selective fading channels. The network under consideration consists of one primary link, one secondary link and relay nodes that assist the communication. It is assumed imperfect blind channel estimation, i.e. only the second order statisticswith uncertaintyof the channel gain between the primary transmitter-relay and relay-primary receiver, is available. To mitigate the channel's frequency selectivity, each relay is equipped with a finite impulse response filter, which performs filter and forward relaying. The authors consider two different scenarios: in the first, the objective is to minimise the total transmit power of the relays subject to a constraint on the interference induce on the primary receiver. Furthermore, a constraint is also considered on the received signal-to-interference plus noise ratio (SINR) in the secondary receiver. In the second scenario, the objective is to maximise SINR in the secondary receiver, subject to constraints on the sum power of the relays and also on the noise and interference power in the primary receiver. Simulation results show how total power of relay varies with the uncertainty in the blind channel estimation in the first scenario. In addition, the achievable SINR deteriorates in the second scenario when the uncertainty increases.