Seem it's from Italian.
in·cog·ni·to (nkg-nt, n-kgn-t)
adv. & adj.
With one's identity disguised or concealed.
n. pl. in·cog·ni·tos
1. One whose identity is disguised or concealed.
2. The condition of having a disguised or concealed identity.
[Italian, from Latin incognitus, unknown : in-, not; see in-1 + cognitus, past participle of cognscere, to learn, recognize; see cognition.]
The American Heritage® Dictionary of the English Language, Fourth Edition copyright ©2000 by Houghton Mifflin Company. Updated in 2003. Published by Houghton Mifflin Company. All rights reserved.