Autonomous (unmanned) combat systems will become an integral part of modern defense systems. However, limited operational capabilities, the need for coordination, and dynamic battlefield environments with the requirement of timeless in decision-making are peculiar difficulties to be solved in order to realize intelligent systems control. In this paper, we explore the application of the learning classifier system and Artificial Immune models for coordinated self-learning air defense systems. In particular, this paper presents a scheme that implements an autonomous cooperative threat evaluation and weapon assignment learning approach. Taking into account uncertainties in a successful interception, target characteristics, weapon type and characteristics, closed-loop coordinated behaviors, we adopt a hierarchical multi-agent approach to coordinate multiple combat platforms to achieve optimal performance. Based on the combined strengths of learning classifier and artificial immune-based algorithms, the proposed scheme consists of two categories of agents; a strategy generation agent inspired by learning classifier system, and strategy coordination inspired by Artificial Immune System mechanisms. An experiment in a realistic environment shows that the adopted hybrid approach can be used to learn weapon-target assignment for multiple unmanned combat systems to successfully defend against coordinated attacks. The presented results show the potential for hybrid approaches for an intelligent system enabling adaptable and collaborative systems.