This book focuses on the Jet Transport (JT) technique and gives a systematic introduction on its theory development, algorithm implementation, and in particular, the applications in the field of astronautics including uncertainty propagation, filtering, as well as guidance and control. It features on the combination of mathematical theory and engineering applications, making the technique to be understood and mastered straightforwardly. Moreover, the JT-based methods proposed in the book offer a new and ingenious way to some classical problems. Given its breadth of coverage, the book offers a valuable reference guide for researchers and engineers interested in the JT methodology including theory and applications.