This paper proposes and discusses a modeling framework for embodied anticipatory behavior systems. This conceptual and theoretical framework is quite general and aims to be a, quite preliminary, step towards a general theory of cognitive adaptation to the environment of natural intelligent systems and to provide a possible approach to develop new more autonomous artificial systems. The main purpose of this discussion outline is to identify at least a few of the issues we have to cope with, and some of the possible methods to be used, if we aim to understand from a rigorous standpoint the dynamics of embodied adaptive learning systems both natural and artificial.