This chapter presents two applications of the grid-based nonlinear filters in target tracking and relative navigation and focuses on the space object tracking using the grid-based methods. Target or object tracking is essential to many tasks, such as sensor resource allocation, navigation, and control. Target tracking has been intensively studied for many years. It includes many research aspects, such as single target tracking, multiple target tracking, data association and track fusion, sensor modeling, and performance evaluation. One main difference between the multiple target tracking and the single target tracking is how to associate measurements to existing targets. The multiple hypothesis filter and the random finite set based filter have attracted great attention in multiple target tracking applications. Relative navigation of a spacecraft is of utmost importance to various space missions, such as rendezvous, docking, and formation flying. Estimation is also an indispensable component in the feedback control system.