Snafu:
So, the cogito argument fails to establish this "I" that do the doubting. I agree with you, but the point is perhaps rather that this something that doubts exists and that this is something the doubter can be absolutely certain of without, at this point, making any further inquires into the nature of the doubter and what can be said to properly belong to it.
To depart from Decart, as he seems to take this more or less for granted (at least from my readings of his mediations), we can say that we indeed have a sense of some "I" to which we enfold all of particular experience, and thoughts. For Kant I believe this is explained by the faculty of our understanding, as opposed to our sensibility (our capacity to acquire representations of objects), which synthesize, a priori, all scattered, or fragmented experience/thoughts with the result being the "I", without which we would not be able to experience, or to think anything - at least not as something that identifies itself as some "I" to which all of experience (the inner-, and outer- intuition of objects as enabled by our sensibility) and thoughts are united. This process is referred to as the synthetic unity of apperception.