As of right now the only things to have landed on mars are unmanned robotic probes, and their spacecraft. There are currently three developed methods of landing on mars; retrorocket touchdown, encasing the rover with air bags in a tetrahedron structure, and using a sky-crane. All three of these landing methods use an aeroshell and parachute sequence.
The aeroshell acts as a protective cover for the rover/craft during the landing sequence. It’s main purpose is to protect the landing craft from burning up as the craft enters Mars’ thin atmosphere.

The aeroshell consists of the heat shield (brown piece) and the backshell (white cone). The heat shield protects the lander and rover from the intense heat from entry into the Martian atmosphere.The backshell contains the parachute as well as orienteering rockets and rockets to slow down the descent.
Once at Mars, an aerocapture maneuver will be used by arriving cargo and crew modules to enter Mars orbit. This maneuver will be performed with the use of a single aeroshell which will provide the aerodynamics and thermal protection needed for safe insertion into orbit. The main advantages of an aerocapture maneuver are the savings in spacecraft mass (an aeroshell will be lighter than a propulsive capture stage) and the elimination of one propulsive stage (thereby minimizing potential risk on entry). After successful capture into Mars orbit, a Mars descent maneuver will be performed and the same aeroshell will provide thermal protection for the descending module during atmospheric entry. Once the descending module has entered the Martian atmosphere and slowed down considerably, the aeroshell will separate from the module inside and parachutes and/or atmospheric propulsive maneuvers will be used to vertically deliver the module to the surface. Extremely accurate surface delivery will be required for all Mars surface payloads to ensure that all equipment intended for use by the astronauts is accessible upon their arrival.
If the payload is robust, it is possible to use lithobraking to land it on Mars. Lithobraking is when the payload is encased in airbags so that its speed is reduced after impacting the ground. The airbags act as a cushion in order to prolong the time that the force of the ground is applied, which reduces the impulse (or change in momentum). 
If the payload is more fragile, retrorockets can be used to stop the rocket in time. The most efficient way to land is with something called a suicide burn, which stops the rocket right as it reaches the ground. The altitude that you need to start the burn can be easily calculated using kinematics that we already know, except for the fact that mass continually changes.

The final method for landing is using a skycrane, which is similar to the retrorocket method except that the payload is suspended by cables below the rocket apparatus. Once the payload safely touches down, the cables detach and the crane portion of the craft flies away to crash at a safe distance.

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